+8.2%
AJG vs WPM
+267.3%
-259.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | -8.3% | -0.6% | -7.7% | -8.3% |
| 30D | -5.7% | +14.4% | -20.1% | -5.6% |
| 3M | +9.1% | +37.0% | -27.9% | +9.5% |
| 6M | +15.2% | +4.1% | +11.1% | +16.2% |
| YTD | -6.3% | +31.7% | -38.0% | -7.1% |
| 1Y | -19.1% | +44.2% | -63.3% | -20.5% |
| 3Y | +8.2% | +265.5% | -257.3% | +1.2% |
| All | +8.2% | +267.3% | -259.0% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling