-24.5%
ON vs W
+41.4%
-65.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | +2.4% | -4.2% | +6.6% | +3.6% |
| 30D | -3.3% | -7.6% | +4.3% | -1.3% |
| 3M | -43.6% | +37.2% | -80.7% | -49.9% |
| 6M | +19.0% | +26.3% | -7.4% | +7.0% |
| YTD | +37.4% | -1.0% | +38.3% | +30.9% |
| 1Y | +54.8% | +20.1% | +34.7% | +34.9% |
| All | -24.5% | +41.4% | -65.9% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling