+17,072.4%
WDC vs AJG
+11,150.2%
+5,922.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -4.3% | -8.3% | +4.0% | -1.0% |
| 30D | -1.5% | -5.7% | +4.2% | +0.3% |
| 3M | -15.5% | +9.1% | -24.6% | -21.1% |
| 6M | +66.5% | +15.2% | +51.2% | +49.6% |
| YTD | +159.9% | -6.3% | +166.1% | +153.0% |
| 1Y | +366.0% | -19.1% | +385.1% | +378.9% |
| 3Y | +1,285.8% | +8.2% | +1,277.6% | +1,109.6% |
| 5Y | +925.6% | +75.6% | +849.9% | +603.4% |
| 10Y | +1,206.5% | +471.1% | +735.4% | +439.5% |
| All | +17,072.4% | +11,150.2% | +5,922.2% | +2,450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling