+1,485.8%
AON vs WPM
+5,972.6%
-4,486.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -3.2% | +7.0% | -10.2% | -3.7% |
| 30D | -11.9% | +15.7% | -27.6% | -12.9% |
| 3M | -2.9% | +35.2% | -38.1% | -5.3% |
| 6M | -6.8% | +6.1% | -12.9% | -7.8% |
| YTD | -10.1% | +32.6% | -42.6% | -12.9% |
| 1Y | -14.2% | +46.9% | -61.1% | -17.8% |
| 3Y | -3.3% | +276.3% | -279.6% | -14.9% |
| 5Y | +13.6% | +260.0% | -246.4% | -0.5% |
| 10Y | +209.2% | +508.5% | -299.4% | +154.1% |
| All | +1,485.8% | +5,972.6% | -4,486.8% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling