+8.2%
AJG vs WAB
+167.4%
-159.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | -4.1% | -1.6% | -5.3% |
| 3M | +9.1% | +8.2% | +0.9% | +7.9% |
| 6M | +15.2% | +15.4% | -0.2% | +12.3% |
| YTD | -6.3% | +33.1% | -39.4% | -11.3% |
| 1Y | -19.1% | +48.1% | -67.2% | -25.2% |
| 3Y | +8.2% | +167.7% | -159.5% | -13.0% |
| All | +8.2% | +167.4% | -159.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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