+1,559.2%
AJG vs WPM
+5,810.9%
-4,251.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.2% |
| 7D | -8.5% | -3.6% | -4.9% | -8.3% |
| 30D | -3.8% | +12.5% | -16.2% | -4.5% |
| 3M | +10.8% | +40.6% | -29.8% | +8.4% |
| 6M | +15.6% | +0.5% | +15.1% | +15.1% |
| YTD | -5.1% | +29.0% | -34.2% | -7.3% |
| 1Y | -16.0% | +43.8% | -59.8% | -18.7% |
| 3Y | +9.7% | +266.3% | -256.5% | -0.7% |
| 5Y | +77.8% | +255.1% | -177.3% | +60.3% |
| 10Y | +478.2% | +526.8% | -48.6% | +395.9% |
| All | +1,559.2% | +5,810.9% | -4,251.7% | +1,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling