+572.1%
ON vs WAB
+292.7%
+279.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -13.5% | -5.9% | -7.6% | -9.4% |
| 3M | -36.3% | +9.4% | -45.7% | -40.4% |
| 6M | +17.8% | +13.8% | +3.9% | +7.3% |
| YTD | +29.6% | +31.8% | -2.2% | +5.6% |
| 1Y | +45.8% | +48.5% | -2.7% | +8.6% |
| 3Y | -28.3% | +167.0% | -195.3% | -65.3% |
| 5Y | +49.6% | +222.3% | -172.7% | -35.3% |
| All | +572.1% | +292.7% | +279.4% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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