+9.1%
AON vs WPM
+252.7%
-243.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | -5.9% | -3.6% | -2.3% | -5.8% |
| 30D | -13.7% | +12.5% | -26.1% | -14.0% |
| 3M | -8.3% | +40.6% | -48.9% | -9.4% |
| 6M | -3.6% | +0.5% | -4.2% | -3.3% |
| YTD | -12.4% | +29.0% | -41.4% | -14.4% |
| 1Y | -14.6% | +43.8% | -58.5% | -17.7% |
| 3Y | -5.7% | +266.3% | -272.0% | -19.9% |
| 5Y | +9.1% | +255.1% | -246.0% | -9.5% |
| All | +9.1% | +252.7% | -243.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling