+556.1%
ON vs WM
+332.5%
+223.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.5% | +5.2% |
| 7D | +3.3% | +0.8% | +2.6% | +3.0% |
| 30D | -3.1% | +13.8% | -16.9% | -8.8% |
| 3M | -9.2% | +6.4% | -15.6% | -12.1% |
| 6M | -31.4% | +13.2% | -44.6% | -36.7% |
| YTD | +36.0% | +10.8% | +25.2% | +26.0% |
| 1Y | +52.0% | +20.2% | +31.8% | +34.5% |
| 3Y | +9.3% | +46.5% | -37.2% | -18.0% |
| 5Y | +26.5% | +61.3% | -34.8% | -12.8% |
| 10Y | +556.1% | +324.8% | +231.4% | +142.0% |
| All | +556.1% | +332.5% | +223.6% | +142.0% |
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