+1,500.9%
AJG vs WU
-22.4%
+1,523.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -8.3% | -3.5% | -4.8% | -7.4% |
| 30D | -5.7% | -2.9% | -2.7% | -5.0% |
| 3M | +9.1% | -2.3% | +11.3% | +8.9% |
| 6M | +15.2% | -25.4% | +40.6% | +23.3% |
| YTD | -6.3% | -21.2% | +14.9% | -1.3% |
| 1Y | -19.1% | -8.9% | -10.3% | -18.5% |
| 3Y | +8.2% | -29.0% | +37.2% | +14.5% |
| 5Y | +75.6% | -50.7% | +126.4% | +102.0% |
| 10Y | +471.1% | -39.7% | +510.8% | +509.6% |
| All | +1,500.9% | -22.4% | +1,523.3% | +1,332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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