+122.9%
WFC vs AGNC
+26.7%
+96.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.4% | -4.7% | +5.1% | +2.1% |
| 30D | +1.5% | -5.7% | +7.2% | +3.7% |
| 3M | +10.2% | +1.9% | +8.3% | +9.1% |
| 6M | +18.8% | +1.8% | +17.0% | +17.4% |
| YTD | -1.5% | +3.4% | -5.0% | -3.5% |
| 1Y | +13.5% | +13.6% | -0.1% | +7.1% |
| 3Y | +135.0% | +60.4% | +74.6% | +91.7% |
| All | +122.9% | +26.7% | +96.2% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling