+9.1%
AON vs WAT
-5.3%
+14.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -5.9% | -2.9% | -3.0% | -5.3% |
| 30D | -13.7% | -3.2% | -10.4% | -13.2% |
| 3M | -8.3% | +10.6% | -18.9% | -10.2% |
| 6M | -3.6% | +34.0% | -37.7% | -9.9% |
| YTD | -12.4% | +5.7% | -18.1% | -13.8% |
| 1Y | -14.6% | +37.1% | -51.7% | -20.8% |
| 3Y | -5.7% | +52.4% | -58.1% | -19.1% |
| 5Y | +9.1% | -4.4% | +13.6% | +9.0% |
| All | +9.1% | -5.3% | +14.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling