+3.6%
WBD vs AGNC
+26.7%
-23.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.7% | -4.7% | +4.0% | +2.4% |
| 30D | +1.4% | -5.7% | +7.1% | +5.3% |
| 3M | +4.4% | +1.9% | +2.5% | +2.6% |
| 6M | +0.8% | +1.8% | -1.0% | -1.5% |
| YTD | -2.7% | +3.4% | -6.2% | -6.7% |
| 1Y | +73.4% | +13.6% | +59.8% | +54.8% |
| 3Y | +142.1% | +60.4% | +81.8% | +70.8% |
| All | +3.6% | +26.7% | -23.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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