+3,955.7%
WEC vs AJG
+11,290.2%
-7,334.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | -8.5% | +7.2% | +0.4% |
| 30D | -0.4% | -3.8% | +3.4% | +0.3% |
| 3M | -6.8% | +10.8% | -17.6% | -8.9% |
| 6M | -6.4% | +15.6% | -22.0% | -9.5% |
| YTD | +2.5% | -5.1% | +7.6% | +2.7% |
| 1Y | -0.4% | -16.0% | +15.6% | +2.1% |
| 3Y | +38.5% | +9.7% | +28.8% | +34.2% |
| 5Y | +31.7% | +77.8% | -46.1% | +15.7% |
| 10Y | +146.6% | +478.2% | -331.7% | +76.1% |
| All | +3,955.7% | +11,290.2% | -7,334.5% | +1,888.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling