+349.8%
WELL vs AJG
+473.1%
-123.3%
-63.3%
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% | +0.6% |
| 7D | -0.2% | -8.3% | +8.0% | +3.9% |
| 30D | +2.3% | -5.7% | +8.0% | +5.0% |
| 3M | +12.3% | +9.1% | +3.2% | +6.6% |
| 6M | +15.6% | +15.2% | +0.4% | +5.9% |
| YTD | +28.3% | -6.3% | +34.6% | +29.8% |
| 1Y | +41.9% | -19.1% | +61.0% | +55.0% |
| 3Y | +198.3% | +8.2% | +190.1% | +166.7% |
| 5Y | +206.4% | +75.6% | +130.8% | +92.5% |
| All | +349.8% | +473.1% | -123.3% | +85.6% |
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