+523.3%
ON vs WM
+330.8%
+192.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +12.2% | +3.2% | +9.0% | +10.8% |
| 30D | -3.1% | +13.0% | -16.2% | -8.5% |
| 3M | -12.9% | +9.2% | -22.1% | -16.6% |
| 6M | -38.6% | +13.6% | -52.2% | -43.4% |
| YTD | +31.2% | +12.4% | +18.8% | +20.9% |
| 1Y | +47.6% | +21.2% | +26.4% | +30.2% |
| 3Y | +6.6% | +48.7% | -42.1% | -20.5% |
| 5Y | +21.3% | +61.9% | -40.6% | -16.3% |
| All | +523.3% | +330.8% | +192.6% | +129.0% |
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