+49.6%
ON vs WBD
+5.3%
+44.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -13.5% | +4.2% | -17.7% | -14.6% |
| 3M | -36.3% | +7.5% | -43.8% | -37.8% |
| 6M | +17.8% | +1.6% | +16.2% | +17.2% |
| YTD | +29.6% | -2.2% | +31.7% | +30.6% |
| 1Y | +45.8% | +124.9% | -79.1% | +9.0% |
| 3Y | -28.3% | +149.1% | -177.5% | -51.3% |
| 5Y | +49.6% | +7.8% | +41.8% | +22.1% |
| All | +49.6% | +5.3% | +44.3% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling