-25.1%
ON vs WM
+46.1%
-71.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +0.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -3.3% | -2.4% | -0.9% | -3.7% |
| 3M | -43.6% | +0.4% | -44.0% | -43.7% |
| 6M | +19.0% | -9.5% | +28.4% | +19.1% |
| YTD | +37.4% | +0.5% | +36.9% | +36.9% |
| 1Y | +54.8% | -1.1% | +55.9% | +54.7% |
| All | -25.1% | +46.1% | -71.2% | -11.5% |
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 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