+6,824.2%
AJG vs WAT
+10,694.9%
-3,870.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -2.9% |
| 7D | -7.4% | -1.8% | -5.6% | -7.1% |
| 30D | -3.0% | -1.7% | -1.3% | -2.7% |
| 3M | +12.8% | +9.1% | +3.8% | +11.3% |
| 6M | +12.8% | +32.4% | -19.6% | +7.6% |
| YTD | -4.7% | +6.6% | -11.3% | -6.2% |
| 1Y | -17.2% | +34.7% | -51.9% | -21.4% |
| 3Y | +10.2% | +53.6% | -43.4% | +0.7% |
| 5Y | +76.9% | -4.1% | +81.0% | +72.0% |
| 10Y | +480.5% | +167.9% | +312.7% | +386.3% |
| All | +6,824.2% | +10,694.9% | -3,870.7% | +4,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling