+417.4%
WDC vs AJG
-12.9%
+430.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +4.4% |
| 7D | +1.7% | -1.8% | +3.6% | -0.1% |
| 30D | -10.0% | +4.6% | -14.6% | -5.0% |
| 3M | -18.8% | +24.9% | -43.7% | +2.4% |
| 6M | +79.0% | +17.2% | +61.8% | +120.0% |
| YTD | +171.6% | +2.2% | +169.4% | +204.0% |
| 1Y | +417.4% | -11.5% | +428.9% | +437.0% |
| All | +417.4% | -12.9% | +430.3% | +437.0% |
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