+140.2%
WMB vs AJG
+8.2%
+132.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.1% |
| 7D | -1.8% | -8.3% | +6.5% | -1.1% |
| 30D | -1.2% | -5.7% | +4.5% | -0.8% |
| 3M | +2.5% | +9.1% | -6.6% | +1.0% |
| 6M | -0.7% | +15.2% | -15.9% | -3.0% |
| YTD | +23.0% | -6.3% | +29.3% | +24.4% |
| 1Y | +26.7% | -19.1% | +45.8% | +33.2% |
| 3Y | +140.2% | +8.2% | +131.9% | +133.7% |
| All | +140.2% | +8.2% | +132.0% | +133.7% |
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