+4,845.0%
AON vs WSM
+34,771.0%
-29,926.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -7.9% | +2.6% | -10.5% | -8.2% |
| 30D | -14.6% | -9.3% | -5.4% | -13.6% |
| 3M | -7.9% | +7.1% | -15.0% | -8.8% |
| 6M | -8.0% | +21.7% | -29.7% | -10.5% |
| YTD | -13.2% | +28.7% | -42.0% | -16.3% |
| 1Y | -16.4% | +13.9% | -30.3% | -18.3% |
| 3Y | -6.7% | +232.2% | -238.8% | -22.5% |
| 5Y | +8.0% | +176.4% | -168.4% | -10.2% |
| 10Y | +205.6% | +1,072.4% | -866.8% | +102.6% |
| All | +4,845.0% | +34,771.0% | -29,926.0% | +1,921.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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