+48.7%
WM vs AGNC
+53.4%
-4.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.2% | -6.3% | +9.5% | +3.9% |
| 30D | +13.0% | -3.1% | +16.1% | +13.3% |
| 3M | +9.2% | -22.1% | +31.3% | +11.9% |
| 6M | +13.6% | -16.9% | +30.5% | +15.7% |
| YTD | +12.4% | -13.9% | +26.3% | +13.8% |
| 1Y | +21.2% | -6.9% | +28.1% | +21.6% |
| 3Y | +48.7% | +50.9% | -2.2% | +46.5% |
| All | +48.7% | +53.4% | -4.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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