-13.1%
AON vs WWD
+41.9%
-55.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.1% |
| 7D | -9.1% | +1.3% | -10.4% | -9.0% |
| 30D | -10.2% | -7.2% | -3.1% | -10.5% |
| 3M | +0.5% | -3.8% | +4.3% | +0.2% |
| 6M | -4.8% | -9.9% | +5.1% | -5.1% |
| YTD | -8.0% | +14.8% | -22.8% | -9.0% |
| 1Y | -13.1% | +42.1% | -55.1% | -15.4% |
| All | -13.1% | +41.9% | -55.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling