+535.7%
ON vs WM
+329.9%
+205.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +1.2% | -5.3% | -4.7% |
| 30D | -10.2% | +13.7% | -23.9% | -15.5% |
| 3M | -12.7% | +5.2% | -18.0% | -15.2% |
| 6M | -32.5% | +11.2% | -43.7% | -37.4% |
| YTD | +28.6% | +9.4% | +19.1% | +19.7% |
| 1Y | +43.4% | +20.4% | +23.0% | +26.5% |
| 3Y | +3.3% | +44.7% | -41.4% | -22.1% |
| 5Y | +22.5% | +58.5% | -36.0% | -14.9% |
| 10Y | +535.7% | +326.4% | +209.3% | +124.4% |
| All | +535.7% | +329.9% | +205.9% | +124.4% |
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