-31.4%
ON vs WAB
+14.8%
-46.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.5% |
| 7D | +3.3% | +3.1% | +0.2% | +0.3% |
| 30D | -3.1% | +6.4% | -9.6% | -9.0% |
| 3M | -9.2% | +2.2% | -11.4% | -11.2% |
| 6M | -31.4% | +13.7% | -45.1% | -37.0% |
| All | -31.4% | +14.8% | -46.2% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling