+113.2%
WDC vs AJG
+19.3%
+93.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.5% | -12.2% | -1.5% |
| 7D | -18.3% | +10.7% | -29.0% | -9.4% |
| 30D | -26.7% | +26.9% | -53.6% | -7.0% |
| 3M | -40.9% | +16.6% | -57.5% | -30.4% |
| 6M | -26.8% | +40.1% | -66.9% | +2.5% |
| YTD | +88.2% | +12.4% | +75.7% | +138.3% |
| 1Y | +113.2% | +15.9% | +97.3% | +174.4% |
| All | +113.2% | +19.3% | +93.9% | +174.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling