+23.7%
WMB vs AGNC
+2.0%
+21.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -6.4% |
| 7D | -8.6% | +1.5% | -10.1% | -8.5% |
| 30D | -4.2% | +3.9% | -8.1% | -4.2% |
| 3M | -4.4% | -13.5% | +9.0% | -2.8% |
| 6M | -8.7% | -10.6% | +1.9% | -7.5% |
| YTD | +15.4% | -7.2% | +22.6% | +15.5% |
| 1Y | +23.7% | 0.0% | +23.8% | +18.7% |
| All | +23.7% | +2.0% | +21.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling