-4.4%
ON vs WM
+47.1%
-51.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | 0.0% |
| 7D | -11.7% | +1.2% | -12.9% | -11.4% |
| 30D | -23.3% | +13.1% | -36.3% | -21.4% |
| 3M | -19.2% | +3.6% | -22.8% | -18.4% |
| 6M | -40.1% | +8.1% | -48.2% | -39.4% |
| YTD | +16.9% | +8.9% | +8.0% | +18.2% |
| 1Y | +29.7% | +20.3% | +9.4% | +30.1% |
| 3Y | -4.4% | +46.2% | -50.6% | -5.8% |
| All | -4.4% | +47.1% | -51.5% | -5.8% |
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