+7.8%
ON vs W
-54.5%
+62.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -11.7% | -3.6% | -8.1% | -10.9% |
| 30D | -23.3% | +7.0% | -30.2% | -24.8% |
| 3M | -19.2% | +7.4% | -26.5% | -21.3% |
| 6M | -40.1% | +69.3% | -109.4% | -50.0% |
| YTD | +16.9% | +11.3% | +5.6% | +7.7% |
| 1Y | +29.7% | +13.2% | +16.5% | +17.9% |
| 3Y | -4.4% | +142.0% | -146.4% | -37.5% |
| All | +7.8% | -54.5% | +62.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling