+546.8%
ON vs WM
+331.3%
+215.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.5% |
| 7D | +17.0% | +1.2% | +15.8% | +16.4% |
| 30D | -3.9% | +15.2% | -19.1% | -10.0% |
| 3M | -11.5% | +8.3% | -19.8% | -15.0% |
| 6M | -29.2% | +13.1% | -42.3% | -34.6% |
| YTD | +36.2% | +12.5% | +23.6% | +25.3% |
| 1Y | +49.6% | +21.8% | +27.9% | +31.7% |
| 3Y | +9.4% | +48.8% | -39.4% | -18.4% |
| 5Y | +25.8% | +62.1% | -36.3% | -13.2% |
| All | +546.8% | +331.3% | +215.5% | +137.5% |
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