+3.6%
WBD vs AGI
+400.3%
-396.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -0.7% | -2.7% | +2.0% | -0.4% |
| 30D | +1.4% | +7.2% | -5.8% | +0.2% |
| 3M | +4.4% | +4.3% | +0.1% | +3.1% |
| 6M | +0.8% | -27.1% | +27.9% | +5.0% |
| YTD | -2.7% | -6.6% | +3.9% | -4.1% |
| 1Y | +73.4% | +9.5% | +63.9% | +64.4% |
| 3Y | +142.1% | +208.4% | -66.3% | +73.5% |
| All | +3.6% | +400.3% | -396.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling