+523.3%
ON vs GWW
+658.3%
-135.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.1% |
| 7D | +12.2% | +3.6% | +8.7% | +10.0% |
| 30D | -3.1% | +12.1% | -15.3% | -9.7% |
| 3M | -12.9% | +12.9% | -25.8% | -19.2% |
| 6M | -38.6% | +19.3% | -57.9% | -44.9% |
| YTD | +31.2% | +48.7% | -17.5% | +2.3% |
| 1Y | +47.6% | +60.5% | -12.9% | +9.8% |
| 3Y | +6.6% | +93.3% | -86.6% | -29.6% |
| 5Y | +21.3% | +219.0% | -197.7% | -41.5% |
| All | +523.3% | +658.3% | -135.0% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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