+48.7%
WM vs AGI
+127.5%
-78.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +3.2% | -10.1% | +13.3% | +3.4% |
| 30D | +13.0% | -6.5% | +19.5% | +13.0% |
| 3M | +9.2% | -12.8% | +22.0% | +9.4% |
| 6M | +13.6% | -34.3% | +47.9% | +15.3% |
| YTD | +12.4% | -25.6% | +38.0% | +12.6% |
| 1Y | +21.2% | -14.2% | +35.4% | +20.2% |
| 3Y | +48.7% | +127.3% | -78.6% | +40.2% |
| All | +48.7% | +127.5% | -78.8% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling