+26.5%
ON vs WPM
+225.5%
-199.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.0% |
| 7D | +3.3% | +3.1% | +0.2% | +2.4% |
| 30D | -3.1% | -1.8% | -1.3% | -2.9% |
| 3M | -9.2% | +1.0% | -10.2% | -10.2% |
| 6M | -31.4% | -5.4% | -25.9% | -31.3% |
| YTD | +36.0% | +15.9% | +20.1% | +28.2% |
| 1Y | +52.0% | +30.8% | +21.2% | +38.9% |
| 3Y | +9.3% | +222.6% | -213.4% | -28.2% |
| 5Y | +26.5% | +227.4% | -200.9% | -18.3% |
| All | +26.5% | +225.5% | -199.0% | -18.3% |
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