+75.2%
AJG vs WCN
+24.9%
+50.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -8.3% | -3.1% | -5.2% | -6.6% |
| 30D | -5.7% | -3.4% | -2.3% | -3.8% |
| 3M | +9.1% | +3.0% | +6.1% | +7.5% |
| 6M | +15.2% | -3.8% | +19.0% | +17.4% |
| YTD | -6.3% | -8.3% | +2.0% | -2.4% |
| 1Y | -19.1% | -9.7% | -9.4% | -15.0% |
| 3Y | +8.2% | +17.2% | -8.9% | -4.3% |
| All | +75.2% | +24.9% | +50.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling