+5,116.5%
AJG vs WCN
+6,610.8%
-1,494.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -8.5% | -4.4% | -4.1% | -7.6% |
| 30D | -3.8% | -4.4% | +0.7% | -2.8% |
| 3M | +10.8% | +0.5% | +10.3% | +10.8% |
| 6M | +15.6% | -3.3% | +18.9% | +16.4% |
| YTD | -5.1% | -8.5% | +3.4% | -3.5% |
| 1Y | -16.0% | -8.9% | -7.1% | -14.5% |
| 3Y | +9.7% | +18.0% | -8.3% | +5.8% |
| 5Y | +77.8% | +25.0% | +52.8% | +69.7% |
| 10Y | +478.2% | +234.7% | +243.5% | +372.3% |
| All | +5,116.5% | +6,610.8% | -1,494.3% | +3,030.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling