+55.3%
ON vs WBD
+122.7%
-67.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | -8.6% | +1.4% | -10.0% | -8.9% |
| 3M | -34.3% | +4.4% | -38.7% | -34.8% |
| 6M | +28.5% | +0.8% | +27.7% | +28.1% |
| YTD | +40.6% | -2.7% | +43.3% | +40.4% |
| 1Y | +55.3% | +73.4% | -18.1% | +54.6% |
| All | +55.3% | +122.7% | -67.4% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling