-6.6%
AON vs WCC
+129.2%
-135.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.5% |
| 7D | -7.9% | +6.8% | -14.7% | -7.9% |
| 30D | -14.6% | -3.0% | -11.6% | -14.6% |
| 3M | -7.9% | +0.2% | -8.1% | -7.8% |
| 6M | -8.0% | +33.2% | -41.2% | -9.5% |
| YTD | -13.2% | +45.8% | -59.0% | -15.1% |
| 1Y | -16.4% | +68.4% | -84.8% | -19.3% |
| All | -6.6% | +129.2% | -135.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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