+971.8%
AON vs WCN
+6,686.9%
-5,715.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | -7.9% | -1.7% | -6.2% | -7.6% |
| 30D | -14.6% | -3.0% | -11.7% | -14.1% |
| 3M | -7.9% | +2.5% | -10.5% | -8.4% |
| 6M | -8.0% | -5.7% | -2.3% | -7.0% |
| YTD | -13.2% | -7.4% | -5.8% | -12.1% |
| 1Y | -16.4% | -8.6% | -7.8% | -15.1% |
| 3Y | -6.7% | +19.4% | -26.0% | -10.6% |
| 5Y | +8.0% | +27.2% | -19.2% | +2.2% |
| 10Y | +205.6% | +238.5% | -32.9% | +143.9% |
| All | +971.8% | +6,686.9% | -5,715.1% | +542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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