+474.5%
WMB vs AGNC
+648.3%
-173.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | 0.0% | -1.0% | +1.0% | +0.5% |
| 30D | +4.6% | -1.2% | +5.8% | +5.2% |
| 3M | +5.7% | +5.4% | +0.4% | +2.4% |
| 6M | +4.2% | +6.7% | -2.5% | -0.4% |
| YTD | +26.8% | +7.1% | +19.7% | +20.8% |
| 1Y | +34.7% | +16.3% | +18.4% | +22.5% |
| 3Y | +146.8% | +68.5% | +78.3% | +78.9% |
| 5Y | +285.0% | +31.4% | +253.6% | +210.7% |
| 10Y | +313.2% | +89.6% | +223.6% | +160.1% |
| All | +474.5% | +648.3% | -173.8% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling