+77.8%
AJG vs WST
-24.9%
+102.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -8.5% | +0.4% | -9.0% | -8.6% |
| 30D | -3.8% | -2.0% | -1.7% | -3.5% |
| 3M | +10.8% | +4.1% | +6.7% | +10.2% |
| 6M | +15.6% | +47.4% | -31.8% | +10.0% |
| YTD | -5.1% | +25.4% | -30.5% | -8.1% |
| 1Y | -16.0% | +35.3% | -51.3% | -19.6% |
| 3Y | +9.7% | -11.7% | +21.4% | +8.9% |
| 5Y | +77.8% | -24.0% | +101.8% | +86.9% |
| All | +77.8% | -24.9% | +102.8% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling