+8.2%
AJG vs WSM
+230.1%
-221.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -8.3% | -0.5% | -7.7% | -8.3% |
| 30D | -5.7% | -7.7% | +2.0% | -5.5% |
| 3M | +9.1% | +3.8% | +5.3% | +8.9% |
| 6M | +15.2% | +22.7% | -7.5% | +14.5% |
| YTD | -6.3% | +28.0% | -34.3% | -6.9% |
| 1Y | -19.1% | +12.7% | -31.8% | -19.5% |
| 3Y | +8.2% | +231.3% | -223.0% | +7.0% |
| All | +8.2% | +230.1% | -221.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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