+1,690.2%
WM vs AGI
+5,459.2%
-3,769.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -2.4% | +18.2% | -20.6% | -3.0% |
| 3M | +0.4% | -4.1% | +4.6% | +0.4% |
| 6M | -9.5% | -28.7% | +19.2% | -8.6% |
| YTD | +0.5% | -4.0% | +4.5% | +0.2% |
| 1Y | -1.1% | +17.4% | -18.5% | -2.3% |
| 3Y | +46.0% | +203.0% | -157.0% | +38.9% |
| 5Y | +51.8% | +376.7% | -324.8% | +41.4% |
| 10Y | +307.5% | +407.5% | -100.0% | +270.7% |
| All | +1,690.2% | +5,459.2% | -3,769.0% | +1,437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling