+685.3%
ON vs W
+224.6%
+460.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.6% | +4.6% | +8.0% |
| 7D | -1.4% | +3.3% | -4.7% | -2.2% |
| 30D | -10.9% | +10.5% | -21.4% | -13.1% |
| 3M | -14.9% | +9.6% | -24.5% | -17.2% |
| 6M | -33.0% | +76.4% | -109.4% | -43.4% |
| YTD | +27.6% | +16.4% | +11.2% | +17.5% |
| 1Y | +44.5% | +9.3% | +35.1% | +34.4% |
| 3Y | +7.4% | +172.8% | -165.4% | -26.9% |
| 5Y | +18.7% | -53.4% | +72.1% | +3.4% |
| 10Y | +516.0% | +243.6% | +272.3% | +204.3% |
| All | +685.3% | +224.6% | +460.7% | +298.4% |
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