+1.0%
WM vs AON
-14.4%
+15.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -4.3% | -11.9% | +7.5% | -1.6% |
| 3M | +0.8% | -2.9% | +3.6% | +1.6% |
| 6M | -10.8% | -6.8% | -3.9% | -9.6% |
| YTD | -0.1% | -10.1% | +10.0% | +2.9% |
| 1Y | +1.0% | -14.2% | +15.2% | +5.7% |
| All | +1.0% | -14.4% | +15.4% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling