+293.4%
WBD vs AON
+1,426.4%
-1,133.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.7% |
| 7D | -1.7% | -7.9% | +6.2% | +1.7% |
| 30D | +3.9% | -14.6% | +18.5% | +10.6% |
| 3M | +5.1% | -7.9% | +13.0% | +7.8% |
| 6M | +0.6% | -8.0% | +8.6% | +2.7% |
| YTD | -3.2% | -13.2% | +10.1% | +0.9% |
| 1Y | +127.7% | -16.4% | +144.1% | +141.0% |
| 3Y | +146.6% | -6.7% | +153.2% | +146.0% |
| 5Y | +4.2% | +8.0% | -3.8% | -4.2% |
| 10Y | +13.7% | +205.6% | -191.9% | -38.1% |
| All | +293.4% | +1,426.4% | -1,133.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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