+516.0%
ON vs WM
+337.2%
+178.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.0% | +9.1% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -10.9% | +13.3% | -24.2% | -16.0% |
| 3M | -14.9% | +4.4% | -19.2% | -16.9% |
| 6M | -33.0% | +10.8% | -43.9% | -37.7% |
| YTD | +27.6% | +9.1% | +18.6% | +19.0% |
| 1Y | +44.5% | +19.1% | +25.4% | +28.1% |
| 3Y | +7.4% | +45.7% | -38.3% | -19.4% |
| 5Y | +18.7% | +60.4% | -41.7% | -18.3% |
| 10Y | +516.0% | +328.7% | +187.2% | +120.2% |
| All | +516.0% | +337.2% | +178.8% | +120.2% |
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