+1,839.9%
WM vs AGI
+4,691.5%
-2,851.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.2% |
| 7D | +1.2% | +16.0% | -14.8% | +0.7% |
| 30D | +13.1% | +1.0% | +12.1% | +13.0% |
| 3M | +3.6% | +2.5% | +1.2% | +3.4% |
| 6M | +8.1% | -24.0% | +32.1% | +8.8% |
| YTD | +8.9% | -17.2% | +26.1% | +9.0% |
| 1Y | +20.3% | +4.9% | +15.4% | +19.4% |
| 3Y | +46.2% | +142.6% | -96.4% | +40.0% |
| 5Y | +59.9% | +315.2% | -255.3% | +49.5% |
| 10Y | +345.6% | +338.5% | +7.1% | +307.5% |
| All | +1,839.9% | +4,691.5% | -2,851.6% | +1,573.6% |
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