+113.2%
WDC vs AGG
-0.5%
+113.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.2% | -7.5% |
| 7D | -18.3% | +0.5% | -18.8% | -19.0% |
| 30D | -26.7% | +2.4% | -29.1% | -30.5% |
| 3M | -40.9% | -1.0% | -40.0% | -38.5% |
| 6M | -26.8% | -0.9% | -25.9% | -23.3% |
| YTD | +88.2% | -0.9% | +89.1% | +98.9% |
| 1Y | +113.2% | -0.5% | +113.7% | +123.3% |
| All | +113.2% | -0.5% | +113.7% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling