+523.3%
ON vs WAT
+222.4%
+300.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +12.2% | +0.6% | +11.7% | +11.9% |
| 30D | -3.1% | +5.4% | -8.5% | -5.9% |
| 3M | -12.9% | +11.3% | -24.2% | -18.5% |
| 6M | -38.6% | +37.4% | -76.0% | -50.0% |
| YTD | +31.2% | +21.2% | +10.1% | +12.3% |
| 1Y | +47.6% | +21.3% | +26.3% | +26.0% |
| 3Y | +6.6% | +83.4% | -76.8% | -36.1% |
| 5Y | +21.3% | +29.0% | -7.7% | -7.4% |
| All | +523.3% | +222.4% | +300.9% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling