+3.6%
WBD vs AJG
+74.4%
-70.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.2% |
| 7D | -0.7% | -8.3% | +7.5% | +1.5% |
| 30D | +1.4% | -5.7% | +7.1% | +2.9% |
| 3M | +4.4% | +9.1% | -4.7% | +1.2% |
| 6M | +0.8% | +15.2% | -14.4% | -4.2% |
| YTD | -2.7% | -6.3% | +3.6% | -1.4% |
| 1Y | +73.4% | -19.1% | +92.5% | +85.1% |
| 3Y | +142.1% | +8.2% | +133.9% | +125.3% |
| All | +3.6% | +74.4% | -70.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 5y: compounded portfolio wealth divided by compounded AJG 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…
5y analysis · Full analysis span regression · 6 months rolling