+8,577.3%
WFC vs AJG
+11,290.2%
-2,712.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.3% | -8.5% | +8.8% | +4.5% |
| 30D | +2.3% | -3.8% | +6.1% | +3.9% |
| 3M | +9.8% | +10.8% | -1.1% | +3.4% |
| 6M | +15.6% | +15.6% | -0.1% | +6.2% |
| YTD | -2.4% | -5.1% | +2.7% | -2.1% |
| 1Y | +13.8% | -16.0% | +29.9% | +20.6% |
| 3Y | +134.6% | +9.7% | +124.9% | +113.4% |
| 5Y | +127.9% | +77.8% | +50.1% | +61.8% |
| 10Y | +141.8% | +478.2% | -336.4% | -0.1% |
| All | +8,577.3% | +11,290.2% | -2,712.9% | +1,653.4% |
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