+629.3%
ON vs WPM
+558.4%
+70.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +8.1% |
| 7D | +2.4% | -0.6% | +2.9% | +2.5% |
| 30D | -8.6% | +14.4% | -23.0% | -11.3% |
| 3M | -34.3% | +37.0% | -71.3% | -38.5% |
| 6M | +28.5% | +4.1% | +24.4% | +26.2% |
| YTD | +40.6% | +31.7% | +8.9% | +32.2% |
| 1Y | +55.3% | +44.2% | +11.2% | +43.4% |
| 3Y | -22.2% | +265.5% | -287.7% | -40.4% |
| 5Y | +62.4% | +262.5% | -200.1% | +21.9% |
| All | +629.3% | +558.4% | +70.9% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling