-27.4%
ON vs WAB
+168.6%
-196.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -5.0% |
| 7D | -2.2% | +1.7% | -3.8% | -3.8% |
| 30D | -12.4% | -2.4% | -10.0% | -10.4% |
| 3M | -41.2% | +9.7% | -50.9% | -46.2% |
| 6M | +25.0% | +16.5% | +8.5% | +8.0% |
| YTD | +31.3% | +33.7% | -2.5% | -0.6% |
| 1Y | +45.4% | +49.7% | -4.3% | -1.1% |
| 3Y | -27.4% | +170.9% | -198.3% | -66.6% |
| All | -27.4% | +168.6% | -196.0% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling