+49.6%
ON vs GWW
+219.8%
-170.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.8% |
| 7D | -4.7% | -3.1% | -1.6% | -2.6% |
| 30D | -13.5% | -2.3% | -11.1% | -12.1% |
| 3M | -36.3% | -3.3% | -33.0% | -34.9% |
| 6M | +17.8% | +15.4% | +2.4% | +6.7% |
| YTD | +29.6% | +26.7% | +2.8% | +9.4% |
| 1Y | +45.8% | +29.0% | +16.8% | +21.5% |
| 3Y | -28.3% | +89.0% | -117.3% | -55.1% |
| 5Y | +49.6% | +221.8% | -172.1% | -37.1% |
| All | +49.6% | +219.8% | -170.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling