+591.8%
ON vs W
+142.4%
+449.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | +5.9% | -7.8% | -3.4% |
| 30D | -11.0% | -3.0% | -8.0% | -10.5% |
| 3M | -39.3% | +40.3% | -79.7% | -46.0% |
| 6M | +19.8% | +32.2% | -12.4% | +7.5% |
| YTD | +31.1% | -0.3% | +31.4% | +25.2% |
| 1Y | +46.0% | +16.2% | +29.8% | +31.2% |
| 3Y | -27.5% | +40.7% | -68.2% | -44.0% |
| 5Y | +56.9% | -62.3% | +119.2% | +44.5% |
| 10Y | +591.8% | +162.2% | +429.6% | +196.6% |
| All | +591.8% | +142.4% | +449.5% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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