+745.2%
ON vs W
+176.2%
+569.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.4% |
| 7D | +2.4% | -4.2% | +6.6% | +3.4% |
| 30D | -3.3% | -7.6% | +4.3% | -1.6% |
| 3M | -43.6% | +37.2% | -80.7% | -48.9% |
| 6M | +19.0% | +26.3% | -7.4% | +9.0% |
| YTD | +37.4% | -1.0% | +38.3% | +32.1% |
| 1Y | +54.8% | +20.1% | +34.7% | +39.3% |
| 3Y | -25.2% | +37.8% | -63.0% | -40.3% |
| 5Y | +62.7% | -63.7% | +126.4% | +50.7% |
| 10Y | +574.3% | +156.3% | +418.0% | +252.7% |
| All | +745.2% | +176.2% | +569.0% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling