+11,036.6%
AJG vs WSM
+34,573.3%
-23,536.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -8.3% | -0.5% | -7.7% | -8.2% |
| 30D | -5.7% | -7.7% | +2.0% | -4.8% |
| 3M | +9.1% | +3.8% | +5.3% | +8.5% |
| 6M | +15.2% | +22.7% | -7.5% | +12.1% |
| YTD | -6.3% | +28.0% | -34.3% | -9.4% |
| 1Y | -19.1% | +12.7% | -31.8% | -20.8% |
| 3Y | +8.2% | +231.3% | -223.0% | -9.8% |
| 5Y | +75.6% | +177.2% | -101.5% | +46.7% |
| 10Y | +471.1% | +1,065.8% | -594.7% | +283.5% |
| All | +11,036.6% | +34,573.3% | -23,536.7% | +5,015.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling