+459.5%
AJG vs WPM
+558.4%
-98.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -8.3% | -0.6% | -7.7% | -8.2% |
| 30D | -5.7% | +14.4% | -20.1% | -6.5% |
| 3M | +9.1% | +37.0% | -27.9% | +6.9% |
| 6M | +15.2% | +4.1% | +11.1% | +14.7% |
| YTD | -6.3% | +31.7% | -38.0% | -8.8% |
| 1Y | -19.1% | +44.2% | -63.3% | -22.1% |
| 3Y | +8.2% | +265.5% | -257.3% | -4.5% |
| 5Y | +75.6% | +262.5% | -186.9% | +53.7% |
| All | +459.5% | +558.4% | -98.9% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling