+459.5%
AJG vs WING
+407.7%
+51.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.2% | -2.0% |
| 7D | -8.3% | +7.2% | -15.5% | -9.2% |
| 30D | -5.7% | +4.8% | -10.5% | -6.5% |
| 3M | +9.1% | -23.7% | +32.8% | +12.5% |
| 6M | +15.2% | -43.6% | +58.8% | +23.1% |
| YTD | -6.3% | -50.6% | +44.3% | +1.2% |
| 1Y | -19.1% | -57.0% | +37.9% | -11.3% |
| 3Y | +8.2% | -28.3% | +36.5% | +3.4% |
| 5Y | +75.6% | -32.4% | +108.0% | +62.4% |
| All | +459.5% | +407.7% | +51.8% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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