+47.6%
ON vs WM
+21.9%
+25.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -0.9% |
| 7D | -5.8% | +5.9% | -11.7% | -2.4% |
| 30D | -17.1% | +15.4% | -32.5% | -8.9% |
| 3M | -11.8% | +6.3% | -18.2% | -8.0% |
| 6M | -30.2% | +5.6% | -35.8% | -25.3% |
| YTD | +31.6% | +9.9% | +21.6% | +39.1% |
| 1Y | +47.6% | +20.8% | +26.7% | +59.3% |
| All | +47.6% | +21.9% | +25.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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