+2,078.1%
WDC vs AGNC
+622.7%
+1,455.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.3% | -4.7% | +0.4% | -1.7% |
| 30D | -1.5% | -5.7% | +4.2% | +1.6% |
| 3M | -15.5% | +1.9% | -17.3% | -17.2% |
| 6M | +66.5% | +1.8% | +64.7% | +63.5% |
| YTD | +159.9% | +3.4% | +156.4% | +154.0% |
| 1Y | +366.0% | +13.6% | +352.3% | +330.9% |
| 3Y | +1,285.8% | +60.4% | +1,225.5% | +940.3% |
| 5Y | +925.6% | +27.0% | +898.6% | +762.5% |
| 10Y | +1,206.5% | +83.1% | +1,123.4% | +777.0% |
| All | +2,078.1% | +622.7% | +1,455.4% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling