+7.3%
AON vs WTW
+42.0%
-34.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -6.3% | -5.7% | -0.6% | -2.7% |
| 30D | -14.1% | -7.3% | -6.8% | -9.9% |
| 3M | -9.5% | +21.5% | -30.9% | -20.4% |
| 6M | -4.0% | +9.6% | -13.6% | -10.3% |
| YTD | -13.8% | -3.3% | -10.5% | -13.0% |
| 1Y | -18.3% | -6.1% | -12.1% | -16.0% |
| 3Y | -7.2% | +61.8% | -69.0% | -33.8% |
| All | +7.3% | +42.0% | -34.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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