+1,137.7%
AON vs WTW
+1,101.3%
+36.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -5.9% | -7.8% | +1.9% | -1.9% |
| 30D | -13.7% | -7.9% | -5.8% | -10.0% |
| 3M | -8.3% | +19.9% | -28.2% | -16.4% |
| 6M | -3.6% | +9.8% | -13.4% | -8.5% |
| YTD | -12.4% | -3.3% | -9.0% | -11.4% |
| 1Y | -14.6% | -3.3% | -11.4% | -13.8% |
| 3Y | -5.7% | +61.5% | -67.3% | -26.5% |
| 5Y | +9.1% | +42.6% | -33.4% | -9.9% |
| 10Y | +208.7% | +197.1% | +11.7% | +83.6% |
| All | +1,137.7% | +1,101.3% | +36.4% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling