-19.1%
AJG vs WCC
+66.6%
-85.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -0.6% |
| 7D | -8.3% | +1.5% | -9.8% | -8.0% |
| 30D | -5.7% | -2.1% | -3.5% | -5.8% |
| 3M | +9.1% | +3.8% | +5.3% | +10.8% |
| 6M | +15.2% | +35.0% | -19.8% | +17.4% |
| YTD | -6.3% | +46.4% | -52.7% | -2.3% |
| 1Y | -19.1% | +63.0% | -82.1% | -16.1% |
| All | -19.1% | +66.6% | -85.7% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling