+122.9%
WFC vs AJG
+74.4%
+48.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.4% |
| 7D | +0.4% | -8.3% | +8.6% | +3.4% |
| 30D | +1.5% | -5.7% | +7.2% | +3.4% |
| 3M | +10.2% | +9.1% | +1.1% | +5.7% |
| 6M | +18.8% | +15.2% | +3.6% | +11.3% |
| YTD | -1.5% | -6.3% | +4.8% | -0.4% |
| 1Y | +13.5% | -19.1% | +32.7% | +22.2% |
| 3Y | +135.0% | +8.2% | +126.7% | +112.9% |
| All | +122.9% | +74.4% | +48.5% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling