+46.2%
WM vs AON
+5.6%
+40.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | +1.2% | +4.4% | -3.1% | +0.1% |
| 30D | +13.1% | +24.1% | -11.0% | +7.0% |
| 3M | +3.6% | -7.0% | +10.6% | +5.1% |
| 6M | +8.1% | +9.1% | -1.1% | +5.6% |
| YTD | +8.9% | -4.4% | +13.3% | +9.4% |
| 1Y | +20.3% | -0.8% | +21.1% | +19.6% |
| 3Y | +46.2% | +5.1% | +41.0% | +47.2% |
| All | +46.2% | +5.6% | +40.6% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling