+209.9%
ON vs WAB
+5,191.1%
-4,981.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | +2.4% | -3.2% | +5.6% | +4.5% |
| 30D | -3.3% | -4.4% | +1.2% | -0.6% |
| 3M | -43.6% | +7.9% | -51.4% | -45.9% |
| 6M | +19.0% | +8.7% | +10.2% | +14.1% |
| YTD | +37.4% | +33.0% | +4.4% | +16.6% |
| 1Y | +54.8% | +46.7% | +8.1% | +24.1% |
| 3Y | -25.2% | +153.0% | -178.2% | -56.2% |
| 5Y | +62.7% | +222.3% | -159.6% | -15.4% |
| 10Y | +574.3% | +291.0% | +283.4% | +197.6% |
| All | +209.9% | +5,191.1% | -4,981.2% | -65.0% |
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 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