+890.8%
WM vs AG
+445.6%
+445.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | -2.4% | +19.2% | -21.5% | -3.2% |
| 3M | +0.4% | +6.2% | -5.7% | -0.2% |
| 6M | -9.5% | -26.7% | +17.2% | -8.7% |
| YTD | +0.5% | +26.1% | -25.6% | -1.8% |
| 1Y | -1.1% | +131.7% | -132.7% | -6.8% |
| 3Y | +46.0% | +255.3% | -209.3% | +32.1% |
| 5Y | +51.8% | +61.9% | -10.1% | +41.0% |
| 10Y | +307.5% | +72.0% | +235.5% | +259.0% |
| All | +890.8% | +445.6% | +445.1% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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