+43.1%
ON vs GWW
+28.2%
+14.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.8% |
| 7D | -4.7% | -3.1% | -1.6% | -2.9% |
| 30D | -13.5% | -2.3% | -11.1% | -12.3% |
| 3M | -36.3% | -3.3% | -33.0% | -35.0% |
| 6M | +17.8% | +15.4% | +2.4% | +8.9% |
| YTD | +29.6% | +26.7% | +2.8% | +13.3% |
| All | +43.1% | +28.2% | +14.9% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling