+6,081.8%
WDC vs AGG
+97.4%
+5,984.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +7.5% | -0.2% | +7.6% | +7.4% |
| 30D | +10.1% | -0.2% | +10.3% | +10.0% |
| 3M | -6.8% | -0.7% | -6.1% | -6.9% |
| 6M | +84.1% | -1.8% | +85.9% | +83.4% |
| YTD | +180.3% | -0.6% | +180.8% | +179.9% |
| 1Y | +411.1% | +0.4% | +410.7% | +411.5% |
| 3Y | +1,375.0% | +13.2% | +1,361.8% | +1,419.8% |
| 5Y | +991.6% | -2.0% | +993.5% | +946.0% |
| 10Y | +1,309.1% | +15.1% | +1,294.0% | +1,413.8% |
| All | +6,081.8% | +97.4% | +5,984.4% | +9,894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling