+11,552.3%
AJG vs WST
+12,249.0%
-696.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +1.6% | -4.6% | +6.2% | +2.5% |
| 3M | +18.6% | +5.7% | +12.9% | +17.2% |
| 6M | +10.9% | +37.6% | -26.7% | +3.8% |
| YTD | -2.0% | +23.0% | -25.0% | -6.5% |
| 1Y | -14.9% | +33.8% | -48.8% | -20.5% |
| 3Y | +13.4% | -13.4% | +26.8% | +9.9% |
| 5Y | +83.2% | -27.0% | +110.2% | +80.5% |
| 10Y | +484.3% | +324.5% | +159.7% | +286.8% |
| All | +11,552.3% | +12,249.0% | -696.6% | +4,376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling