+207.2%
ON vs WAB
+5,521.2%
-5,314.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.9% |
| 7D | +17.0% | +7.9% | +9.1% | +11.8% |
| 30D | -3.9% | +4.9% | -8.7% | -6.3% |
| 3M | -11.5% | +1.8% | -13.3% | -12.1% |
| 6M | -29.2% | +12.0% | -41.1% | -33.3% |
| YTD | +36.2% | +41.3% | -5.1% | +11.9% |
| 1Y | +49.6% | +43.8% | +5.8% | +21.8% |
| 3Y | +9.4% | +171.1% | -161.6% | -38.2% |
| 5Y | +25.8% | +217.7% | -191.9% | -33.9% |
| 10Y | +557.1% | +272.3% | +284.8% | +198.6% |
| All | +207.2% | +5,521.2% | -5,314.0% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling