+302.9%
WM vs AGI
+373.6%
-70.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | -0.9% | +4.4% | -5.3% | -1.1% |
| 30D | -4.3% | +10.0% | -14.3% | -4.7% |
| 3M | +0.8% | +1.7% | -1.0% | +0.6% |
| 6M | -10.8% | -26.8% | +16.0% | -9.9% |
| YTD | -0.1% | -5.3% | +5.3% | -0.3% |
| 1Y | +1.0% | +11.5% | -10.5% | -0.1% |
| 3Y | +45.1% | +212.9% | -167.8% | +37.2% |
| 5Y | +52.1% | +388.8% | -336.7% | +40.9% |
| 10Y | +302.9% | +383.6% | -80.6% | +271.7% |
| All | +302.9% | +373.6% | -70.6% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling