+26,336.4%
WM vs AJG
+12,164.6%
+14,171.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | -2.4% | +4.6% | -7.0% | -3.6% |
| 3M | +0.4% | +24.9% | -24.5% | -5.5% |
| 6M | -9.5% | +17.2% | -26.7% | -13.6% |
| YTD | +0.5% | +2.2% | -1.7% | -0.9% |
| 1Y | -1.1% | -11.5% | +10.4% | +1.2% |
| 3Y | +46.0% | +16.7% | +29.3% | +37.9% |
| 5Y | +51.8% | +89.6% | -37.8% | +25.8% |
| 10Y | +307.5% | +512.4% | -204.9% | +157.2% |
| All | +26,336.4% | +12,164.6% | +14,171.7% | +13,549.2% |
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