+523.3%
ON vs W
+212.4%
+311.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +12.2% | +0.2% | +12.1% | +12.2% |
| 30D | -3.1% | +6.8% | -9.9% | -5.0% |
| 3M | -12.9% | +10.7% | -23.5% | -15.8% |
| 6M | -38.6% | +86.3% | -124.9% | -49.6% |
| YTD | +31.2% | +11.5% | +19.8% | +21.1% |
| 1Y | +47.6% | +5.1% | +42.5% | +37.7% |
| 3Y | +6.6% | +171.0% | -164.4% | -30.5% |
| 5Y | +21.3% | -56.6% | +77.9% | +7.3% |
| All | +523.3% | +212.4% | +311.0% | +156.7% |
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