+11,253.4%
WDC vs AON
+5,388.5%
+5,864.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.5% |
| 7D | +12.1% | +1.0% | +11.0% | +11.6% |
| 30D | -18.8% | +23.2% | -42.0% | -25.1% |
| 3M | -39.3% | -5.0% | -34.3% | -38.9% |
| 6M | -40.1% | +9.3% | -49.5% | -44.0% |
| YTD | +71.8% | -3.4% | +75.2% | +65.5% |
| 1Y | +88.5% | -2.9% | +91.3% | +80.9% |
| 3Y | +770.0% | +3.6% | +766.3% | +696.4% |
| 5Y | +549.0% | +16.9% | +532.2% | +463.0% |
| 10Y | +650.3% | +234.4% | +415.9% | +342.5% |
| All | +11,253.4% | +5,388.5% | +5,864.9% | +2,366.5% |
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