+452.4%
ON vs WM
+339.4%
+113.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -11.7% | +1.2% | -12.9% | -12.3% |
| 30D | -23.3% | +13.1% | -36.3% | -27.6% |
| 3M | -19.2% | +3.6% | -22.8% | -20.9% |
| 6M | -40.1% | +8.1% | -48.2% | -43.6% |
| YTD | +16.9% | +8.9% | +8.0% | +9.1% |
| 1Y | +29.7% | +20.3% | +9.4% | +14.4% |
| 3Y | -4.4% | +46.2% | -50.6% | -28.4% |
| 5Y | +7.1% | +59.9% | -52.8% | -26.1% |
| All | +452.4% | +339.4% | +113.0% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling