+217.2%
ON vs GWW
+4,240.8%
-4,023.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.0% |
| 7D | +2.4% | -3.4% | +5.7% | +4.9% |
| 30D | -8.6% | -1.9% | -6.7% | -7.4% |
| 3M | -34.3% | -2.4% | -31.9% | -33.2% |
| 6M | +28.5% | +15.7% | +12.8% | +15.8% |
| YTD | +40.6% | +27.6% | +13.0% | +17.5% |
| 1Y | +55.3% | +27.2% | +28.1% | +29.9% |
| 3Y | -22.2% | +89.7% | -111.9% | -51.8% |
| 5Y | +62.4% | +223.9% | -161.5% | -32.2% |
| 10Y | +642.1% | +567.1% | +75.0% | +68.3% |
| All | +217.2% | +4,240.8% | -4,023.5% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling