-27.4%
ON vs WPM
+279.1%
-306.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | -2.2% | +7.0% | -9.2% | -3.7% |
| 30D | -12.4% | +15.7% | -28.2% | -15.7% |
| 3M | -41.2% | +35.2% | -76.4% | -45.7% |
| 6M | +25.0% | +6.1% | +18.9% | +20.5% |
| YTD | +31.3% | +32.6% | -1.3% | +22.3% |
| 1Y | +45.4% | +46.9% | -1.5% | +33.3% |
| 3Y | -27.4% | +276.3% | -303.7% | -47.1% |
| All | -27.4% | +279.1% | -306.5% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling