+202.6%
AON vs WST
+341.6%
-139.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -13.7% | -2.0% | -11.6% | -13.4% |
| 3M | -8.3% | +4.1% | -12.4% | -9.1% |
| 6M | -3.6% | +47.4% | -51.1% | -10.4% |
| YTD | -12.4% | +25.4% | -37.8% | -16.4% |
| 1Y | -14.6% | +35.3% | -50.0% | -20.0% |
| 3Y | -5.7% | -11.7% | +6.0% | -8.1% |
| 5Y | +9.1% | -24.0% | +33.2% | +8.5% |
| All | +202.6% | +341.6% | -139.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling