-4.9%
ON vs WM
+50.2%
-55.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.7% | -11.3% |
| 7D | -16.3% | +4.5% | -20.7% | -15.5% |
| 30D | -27.0% | +16.1% | -43.1% | -24.8% |
| 3M | -18.1% | +8.0% | -26.1% | -16.6% |
| 6M | -38.6% | +8.4% | -47.0% | -37.4% |
| YTD | +16.4% | +11.2% | +5.1% | +18.1% |
| 1Y | +25.8% | +22.3% | +3.5% | +26.7% |
| All | -4.9% | +50.2% | -55.1% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling