+302.9%
WM vs AON
+207.5%
+95.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | -0.9% | -3.2% | +2.3% | +0.3% |
| 30D | -4.3% | -11.9% | +7.5% | -0.1% |
| 3M | +0.8% | -2.9% | +3.6% | +1.5% |
| 6M | -10.8% | -6.8% | -3.9% | -9.0% |
| YTD | -0.1% | -10.1% | +10.0% | +2.8% |
| 1Y | +1.0% | -14.2% | +15.2% | +5.7% |
| 3Y | +45.1% | -3.3% | +48.3% | +43.1% |
| 5Y | +52.1% | +13.6% | +38.5% | +38.2% |
| 10Y | +302.9% | +209.2% | +93.8% | +146.7% |
| All | +302.9% | +207.5% | +95.4% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling