+75.2%
AJG vs WAT
-3.5%
+78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | -5.7% | -1.9% | -3.8% | -5.4% |
| 3M | +9.1% | +13.5% | -4.4% | +6.4% |
| 6M | +15.2% | +37.2% | -22.0% | +7.6% |
| YTD | -6.3% | +7.5% | -13.8% | -8.0% |
| 1Y | -19.1% | +35.0% | -54.1% | -24.2% |
| 3Y | +8.2% | +55.1% | -46.9% | -6.5% |
| All | +75.2% | -3.5% | +78.7% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling