+141.9%
WMB vs AGNC
+62.2%
+79.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.0% | -4.7% | +3.7% | +0.2% |
| 30D | -0.4% | -5.7% | +5.2% | +1.0% |
| 3M | +3.2% | +1.9% | +1.4% | +2.4% |
| 6M | +0.1% | +1.8% | -1.7% | -0.9% |
| YTD | +23.9% | +3.4% | +20.4% | +21.9% |
| 1Y | +27.6% | +13.6% | +14.0% | +22.0% |
| 3Y | +141.9% | +60.4% | +81.5% | +117.6% |
| All | +141.9% | +62.2% | +79.7% | +117.6% |
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