+162.5%
ON vs WM
+2,672.5%
-2,510.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.7% | -12.2% |
| 7D | -16.3% | +4.5% | -20.7% | -18.4% |
| 30D | -27.0% | +16.1% | -43.1% | -33.2% |
| 3M | -18.1% | +8.0% | -26.1% | -22.2% |
| 6M | -38.6% | +8.4% | -47.0% | -43.0% |
| YTD | +16.4% | +11.2% | +5.1% | +6.0% |
| 1Y | +25.8% | +22.3% | +3.5% | +8.2% |
| 3Y | -7.7% | +50.2% | -57.9% | -31.9% |
| 5Y | +6.6% | +63.3% | -56.7% | -26.5% |
| 10Y | +444.6% | +355.0% | +89.6% | +102.0% |
| All | +162.5% | +2,672.5% | -2,510.0% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling