-18.3%
AON vs WAT
+38.4%
-56.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.8% |
| 7D | -6.3% | -0.3% | -6.1% | -6.3% |
| 30D | -14.1% | -1.9% | -12.2% | -14.0% |
| 3M | -9.5% | +13.5% | -23.0% | -10.9% |
| 6M | -4.0% | +37.2% | -41.3% | -8.8% |
| YTD | -13.8% | +7.5% | -21.3% | -12.7% |
| 1Y | -18.3% | +35.0% | -53.3% | -18.7% |
| All | -18.3% | +38.4% | -56.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling