+459.5%
AJG vs WTW
+198.0%
+261.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -8.3% | -5.7% | -2.6% | -4.6% |
| 30D | -5.7% | -7.3% | +1.6% | -0.8% |
| 3M | +9.1% | +21.5% | -12.4% | -4.3% |
| 6M | +15.2% | +9.6% | +5.6% | +7.6% |
| YTD | -6.3% | -3.3% | -3.0% | -5.1% |
| 1Y | -19.1% | -6.1% | -13.0% | -16.4% |
| 3Y | +8.2% | +61.8% | -53.6% | -22.1% |
| 5Y | +75.6% | +42.7% | +33.0% | +35.1% |
| All | +459.5% | +198.0% | +261.5% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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