-27.5%
ON vs GWW
+89.5%
-116.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.5% |
| 30D | -11.0% | -1.4% | -9.6% | -10.3% |
| 3M | -39.3% | -3.6% | -35.7% | -37.9% |
| 6M | +19.8% | +15.1% | +4.7% | +9.6% |
| YTD | +31.1% | +27.5% | +3.6% | +11.8% |
| 1Y | +46.0% | +29.6% | +16.4% | +23.0% |
| All | -27.5% | +89.5% | -116.9% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling