-7.2%
AON vs WPM
+267.3%
-274.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -1.6% |
| 7D | -6.3% | -0.6% | -5.8% | -6.3% |
| 30D | -14.1% | +14.4% | -28.5% | -13.7% |
| 3M | -9.5% | +37.0% | -46.5% | -8.4% |
| 6M | -4.0% | +4.1% | -8.1% | -3.0% |
| YTD | -13.8% | +31.7% | -45.5% | -13.8% |
| 1Y | -18.3% | +44.2% | -62.5% | -18.6% |
| 3Y | -7.2% | +265.5% | -272.7% | -12.1% |
| All | -7.2% | +267.3% | -274.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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