+459.5%
AJG vs WCC
+541.6%
-82.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.9% |
| 7D | -8.3% | +1.5% | -9.8% | -8.5% |
| 30D | -5.7% | -2.1% | -3.5% | -5.6% |
| 3M | +9.1% | +3.8% | +5.3% | +7.4% |
| 6M | +15.2% | +35.0% | -19.8% | +6.9% |
| YTD | -6.3% | +46.4% | -52.7% | -14.7% |
| 1Y | -19.1% | +63.0% | -82.1% | -28.4% |
| 3Y | +8.2% | +133.9% | -125.7% | -15.7% |
| 5Y | +75.6% | +226.5% | -150.9% | +20.3% |
| All | +459.5% | +541.6% | -82.1% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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