+62.9%
ON vs WM
+52.1%
+10.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -3.3% | -2.4% | -0.9% | -3.0% |
| 3M | -43.6% | +0.4% | -44.0% | -44.2% |
| 6M | +19.0% | -9.5% | +28.4% | +20.9% |
| YTD | +37.4% | +0.5% | +36.9% | +35.3% |
| 1Y | +54.8% | -1.1% | +55.9% | +53.0% |
| 3Y | -25.2% | +46.0% | -71.2% | -38.9% |
| All | +62.9% | +52.1% | +10.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling