+298.4%
WMB vs AJG
+473.1%
-174.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -1.0% | -8.3% | +7.2% | +2.5% |
| 30D | -0.4% | -5.7% | +5.2% | +1.7% |
| 3M | +3.2% | +9.1% | -5.9% | -2.0% |
| 6M | +0.1% | +15.2% | -15.1% | -8.1% |
| YTD | +23.9% | -6.3% | +30.2% | +24.5% |
| 1Y | +27.6% | -19.1% | +46.7% | +37.7% |
| 3Y | +141.9% | +8.2% | +133.7% | +116.0% |
| 5Y | +273.8% | +75.6% | +198.1% | +137.7% |
| All | +298.4% | +473.1% | -174.7% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling