-26.6%
AJG vs WETO
-99.4%
+72.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.3% |
| 7D | -8.3% | -4.3% | -4.0% | -8.3% |
| 30D | -5.7% | -39.9% | +34.2% | -5.3% |
| 3M | +9.1% | -97.9% | +107.0% | +13.1% |
| 6M | +15.2% | -95.0% | +110.3% | +16.3% |
| YTD | -6.3% | -97.2% | +90.9% | -4.3% |
| 1Y | -19.1% | -98.9% | +79.8% | -16.2% |
| All | -26.6% | -99.4% | +72.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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