+572.1%
ON vs WAT
+166.5%
+405.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.7% |
| 7D | -4.7% | -2.9% | -1.8% | -3.0% |
| 30D | -13.5% | -3.2% | -10.3% | -11.8% |
| 3M | -36.3% | +10.6% | -46.9% | -40.3% |
| 6M | +17.8% | +34.0% | -16.3% | -5.0% |
| YTD | +29.6% | +5.7% | +23.8% | +20.8% |
| 1Y | +45.8% | +37.1% | +8.7% | +13.0% |
| 3Y | -28.3% | +52.4% | -80.7% | -51.0% |
| 5Y | +49.6% | -4.4% | +54.1% | +39.6% |
| All | +572.1% | +166.5% | +405.6% | +219.0% |
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