+190.0%
ON vs WAT
+925.4%
-735.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.1% | +3.4% | -7.5% | -5.4% |
| 30D | -10.2% | +9.6% | -19.8% | -13.8% |
| 3M | -12.7% | +15.5% | -28.2% | -18.4% |
| 6M | -32.5% | +33.9% | -66.4% | -41.7% |
| YTD | +28.6% | +25.2% | +3.4% | +12.7% |
| 1Y | +43.4% | +26.3% | +17.1% | +25.1% |
| 3Y | +3.3% | +85.8% | -82.5% | -26.9% |
| 5Y | +22.5% | +35.3% | -12.8% | +0.8% |
| 10Y | +535.7% | +231.8% | +303.9% | +252.5% |
| All | +190.0% | +925.4% | -735.3% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling