+22.5%
ON vs WAB
+223.7%
-201.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -1.1% |
| 7D | -4.1% | +4.0% | -8.1% | -7.5% |
| 30D | -10.2% | +6.3% | -16.5% | -15.5% |
| 3M | -12.7% | +3.3% | -16.0% | -15.4% |
| 6M | -32.5% | +14.5% | -47.0% | -41.0% |
| YTD | +28.6% | +42.7% | -14.1% | -10.3% |
| 1Y | +43.4% | +45.2% | -1.8% | -1.7% |
| 3Y | +3.3% | +173.8% | -170.4% | -64.1% |
| 5Y | +22.5% | +223.8% | -201.3% | -65.9% |
| All | +22.5% | +223.7% | -201.2% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling