+3.6%
AON vs WAT
+82.3%
-78.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +1.0% | +0.6% | +0.5% | +1.0% |
| 30D | +23.2% | +5.4% | +17.8% | +22.4% |
| 3M | -5.0% | +11.3% | -16.3% | -6.2% |
| 6M | +9.3% | +37.4% | -28.1% | +5.1% |
| YTD | -3.4% | +21.2% | -24.6% | -5.6% |
| 1Y | -2.9% | +21.3% | -24.2% | -5.1% |
| 3Y | +3.6% | +83.4% | -79.7% | +1.5% |
| All | +3.6% | +82.3% | -78.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling