+459.5%
AJG vs WST
+344.2%
+115.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -8.3% | +1.8% | -10.1% | -8.6% |
| 30D | -5.7% | -1.7% | -4.0% | -5.4% |
| 3M | +9.1% | +4.9% | +4.2% | +8.0% |
| 6M | +15.2% | +45.5% | -30.3% | +7.3% |
| YTD | -6.3% | +26.1% | -32.4% | -10.7% |
| 1Y | -19.1% | +31.7% | -50.8% | -23.8% |
| 3Y | +8.2% | -12.1% | +20.3% | +5.9% |
| 5Y | +75.6% | -23.6% | +99.2% | +75.4% |
| All | +459.5% | +344.2% | +115.3% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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