+629.3%
ON vs GWW
+570.2%
+59.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.1% |
| 7D | +2.4% | -3.4% | +5.7% | +4.5% |
| 30D | -8.6% | -1.9% | -6.7% | -7.6% |
| 3M | -34.3% | -2.4% | -31.9% | -33.4% |
| 6M | +28.5% | +15.7% | +12.8% | +17.7% |
| YTD | +40.6% | +27.6% | +13.0% | +20.9% |
| 1Y | +55.3% | +27.2% | +28.1% | +33.6% |
| 3Y | -22.2% | +89.7% | -111.9% | -47.7% |
| 5Y | +62.4% | +223.9% | -161.5% | -20.5% |
| All | +629.3% | +570.2% | +59.1% | +201.0% |
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