+48.7%
WM vs AJG
+17.5%
+31.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.7% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | +13.0% | +19.4% | -6.3% | +7.5% |
| 3M | +9.2% | +11.9% | -2.7% | +5.6% |
| 6M | +13.6% | +48.3% | -34.6% | +2.2% |
| YTD | +12.4% | +10.3% | +2.1% | +8.7% |
| 1Y | +21.2% | +11.5% | +9.7% | +16.7% |
| 3Y | +48.7% | +17.5% | +31.1% | +41.7% |
| All | +48.7% | +17.5% | +31.2% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling