+8,432.7%
WFC vs AON
+5,010.1%
+3,422.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.2% |
| 7D | +1.1% | -3.2% | +4.3% | +2.6% |
| 30D | +0.8% | -11.9% | +12.7% | +6.4% |
| 3M | +9.3% | -2.9% | +12.1% | +9.8% |
| 6M | +10.6% | -6.8% | +17.5% | +12.9% |
| YTD | -4.1% | -10.1% | +6.0% | -1.0% |
| 1Y | +13.6% | -14.2% | +27.8% | +19.5% |
| 3Y | +130.7% | -3.3% | +134.0% | +125.3% |
| 5Y | +126.7% | +13.6% | +113.1% | +102.3% |
| 10Y | +132.1% | +209.2% | -77.0% | +28.8% |
| All | +8,432.7% | +5,010.1% | +3,422.6% | +1,419.1% |
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