+298.4%
WMB vs AGNC
+83.7%
+214.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.0% | -4.7% | +3.7% | +1.2% |
| 30D | -0.4% | -5.7% | +5.2% | +2.2% |
| 3M | +3.2% | +1.9% | +1.4% | +1.9% |
| 6M | +0.1% | +1.8% | -1.7% | -1.7% |
| YTD | +23.9% | +3.4% | +20.4% | +20.6% |
| 1Y | +27.6% | +13.6% | +14.0% | +18.6% |
| 3Y | +141.9% | +60.4% | +81.5% | +86.1% |
| 5Y | +273.8% | +27.0% | +246.8% | +222.3% |
| All | +298.4% | +83.7% | +214.7% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling