+209.9%
ON vs WM
+2,405.4%
-2,195.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.6% |
| 30D | -3.3% | -2.4% | -0.9% | -2.1% |
| 3M | -43.6% | +0.4% | -44.0% | -44.8% |
| 6M | +19.0% | -9.5% | +28.4% | +22.7% |
| YTD | +37.4% | +0.5% | +36.9% | +33.3% |
| 1Y | +54.8% | -1.1% | +55.9% | +50.6% |
| 3Y | -25.2% | +46.0% | -71.2% | -44.2% |
| 5Y | +62.7% | +51.8% | +10.9% | +17.4% |
| 10Y | +574.3% | +307.5% | +266.8% | +167.6% |
| All | +209.9% | +2,405.4% | -2,195.5% | -38.4% |
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