+142.0%
WEC vs AJG
+473.1%
-331.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -0.6% | -8.3% | +7.7% | +2.2% |
| 30D | -2.6% | -5.7% | +3.1% | -0.9% |
| 3M | -6.0% | +9.1% | -15.1% | -9.3% |
| 6M | -5.4% | +15.2% | -20.6% | -10.8% |
| YTD | +2.5% | -6.3% | +8.8% | +3.4% |
| 1Y | -0.7% | -19.1% | +18.4% | +5.5% |
| 3Y | +38.7% | +8.2% | +30.5% | +30.1% |
| 5Y | +31.7% | +75.6% | -44.0% | +0.2% |
| All | +142.0% | +473.1% | -331.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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