+26,336.4%
WM vs AON
+5,128.2%
+21,208.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.3% | -9.1% | +8.8% | +2.0% |
| 30D | -2.4% | -10.2% | +7.9% | +0.1% |
| 3M | +0.4% | +0.5% | -0.1% | +0.1% |
| 6M | -9.5% | -4.8% | -4.6% | -8.7% |
| YTD | +0.5% | -8.0% | +8.5% | +1.9% |
| 1Y | -1.1% | -13.1% | +12.0% | +1.7% |
| 3Y | +46.0% | -1.3% | +47.3% | +44.3% |
| 5Y | +51.8% | +14.9% | +36.9% | +43.5% |
| 10Y | +307.5% | +214.9% | +92.6% | +200.8% |
| All | +26,336.4% | +5,128.2% | +21,208.2% | +8,592.7% |
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 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