+1,285.8%
WDC vs AGG
+12.5%
+1,273.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.4% |
| 6M | +66.5% | -1.7% | +68.2% | +68.5% |
| YTD | +159.9% | -1.3% | +161.2% | +162.8% |
| 1Y | +366.0% | -0.7% | +366.7% | +369.9% |
| 3Y | +1,285.8% | +12.5% | +1,273.3% | +1,226.1% |
| All | +1,285.8% | +12.5% | +1,273.3% | +1,226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling