+2,436.4%
AON vs WAT
+10,644.3%
-8,207.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -11.9% | -1.0% | -10.9% | -11.8% |
| 3M | -2.9% | +10.9% | -13.8% | -4.6% |
| 6M | -6.8% | +33.2% | -40.0% | -11.7% |
| YTD | -10.1% | +6.1% | -16.1% | -11.6% |
| 1Y | -14.2% | +30.2% | -44.5% | -18.7% |
| 3Y | -3.3% | +52.9% | -56.1% | -12.5% |
| 5Y | +13.6% | -5.1% | +18.7% | +10.3% |
| 10Y | +209.2% | +152.6% | +56.5% | +154.1% |
| All | +2,436.4% | +10,644.3% | -8,207.9% | +1,417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling