+8,708.8%
AJG vs WWD
+14,805.6%
-6,096.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -8.5% | -2.9% | -5.7% | -8.0% |
| 30D | -3.8% | -6.6% | +2.8% | -2.6% |
| 3M | +10.8% | -9.3% | +20.1% | +12.4% |
| 6M | +15.6% | -13.6% | +29.2% | +17.8% |
| YTD | -5.1% | +10.4% | -15.5% | -8.4% |
| 1Y | -16.0% | +39.9% | -55.9% | -23.0% |
| 3Y | +9.7% | +165.0% | -155.3% | -13.1% |
| 5Y | +77.8% | +183.8% | -106.0% | +37.2% |
| 10Y | +478.2% | +486.6% | -8.4% | +273.7% |
| All | +8,708.8% | +14,805.6% | -6,096.9% | +3,629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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