+113.2%
WDC vs AGNC
+2.0%
+111.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -8.7% |
| 7D | -18.3% | +1.5% | -19.8% | -18.8% |
| 30D | -26.7% | +3.9% | -30.6% | -28.3% |
| 3M | -40.9% | -13.5% | -27.5% | -35.3% |
| 6M | -26.8% | -10.6% | -16.1% | -23.8% |
| YTD | +88.2% | -7.2% | +95.4% | +91.5% |
| 1Y | +113.2% | 0.0% | +113.2% | +111.5% |
| All | +113.2% | +2.0% | +111.2% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling