+56.9%
ON vs WPM
+261.4%
-204.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -1.9% | +3.9% | -5.8% | -2.9% |
| 30D | -11.0% | +17.7% | -28.7% | -15.2% |
| 3M | -39.3% | +39.4% | -78.8% | -44.9% |
| 6M | +19.8% | +6.4% | +13.4% | +15.8% |
| YTD | +31.1% | +34.0% | -2.9% | +19.5% |
| 1Y | +46.0% | +50.5% | -4.5% | +28.9% |
| 3Y | -27.5% | +280.3% | -307.8% | -53.2% |
| 5Y | +56.9% | +266.3% | -209.4% | -4.0% |
| All | +56.9% | +261.4% | -204.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling