+145.5%
ON vs WBD
+267.9%
-122.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.7% |
| 7D | -3.0% | +3.1% | -6.1% | -4.6% |
| 30D | -3.7% | +1.0% | -4.7% | -4.3% |
| 3M | +9.3% | +1.3% | +7.9% | +8.2% |
| 6M | +19.5% | -8.7% | +28.2% | +24.5% |
| YTD | +14.5% | -0.9% | +15.4% | +14.4% |
| 1Y | -0.1% | -13.6% | +13.5% | +6.9% |
| 3Y | +58.5% | -38.8% | +97.3% | +95.9% |
| 5Y | +43.8% | +19.3% | +24.6% | +23.2% |
| 10Y | +87.9% | +279.4% | -191.4% | -16.2% |
| All | +145.5% | +267.9% | -122.4% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling