+198.3%
WELL vs AJG
+8.2%
+190.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -0.2% | -8.3% | +8.0% | +1.3% |
| 30D | +2.3% | -5.7% | +8.0% | +3.4% |
| 3M | +12.3% | +9.1% | +3.2% | +10.2% |
| 6M | +15.6% | +15.2% | +0.4% | +12.2% |
| YTD | +28.3% | -6.3% | +34.6% | +31.0% |
| 1Y | +41.9% | -19.1% | +61.0% | +52.1% |
| 3Y | +198.3% | +8.2% | +190.1% | +184.2% |
| All | +198.3% | +8.2% | +190.2% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling