+48.7%
WM vs AON
+3.5%
+45.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +3.2% | +1.0% | +2.2% | +2.9% |
| 30D | +13.0% | +23.2% | -10.2% | +7.1% |
| 3M | +9.2% | -5.0% | +14.2% | +10.2% |
| 6M | +13.6% | +9.3% | +4.3% | +10.9% |
| YTD | +12.4% | -3.4% | +15.8% | +12.6% |
| 1Y | +21.2% | -2.9% | +24.1% | +21.2% |
| 3Y | +48.7% | +3.6% | +45.0% | +50.3% |
| All | +48.7% | +3.5% | +45.2% | +50.3% |
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