+629.3%
ON vs WBD
+15.0%
+614.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.7% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | -8.6% | +1.4% | -10.0% | -9.1% |
| 3M | -34.3% | +4.4% | -38.7% | -35.4% |
| 6M | +28.5% | +0.8% | +27.7% | +28.2% |
| YTD | +40.6% | -2.7% | +43.3% | +42.1% |
| 1Y | +55.3% | +73.4% | -18.1% | +26.0% |
| 3Y | -22.2% | +142.1% | -164.3% | -48.4% |
| 5Y | +62.4% | +7.2% | +55.2% | +34.1% |
| All | +629.3% | +15.0% | +614.3% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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