+1,188.5%
WDC vs AGG
+14.2%
+1,174.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -4.3% | -1.1% | -3.3% | -3.7% |
| 30D | -1.5% | -1.1% | -0.3% | -0.8% |
| 3M | -15.5% | -1.9% | -13.6% | -14.5% |
| 6M | +66.5% | -1.7% | +68.2% | +68.4% |
| YTD | +159.9% | -1.3% | +161.2% | +162.4% |
| 1Y | +366.0% | -0.7% | +366.7% | +369.0% |
| 3Y | +1,285.8% | +12.5% | +1,273.3% | +1,196.1% |
| 5Y | +925.6% | -2.5% | +928.0% | +931.3% |
| All | +1,188.5% | +14.2% | +1,174.3% | +1,274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling