+1,531.1%
ON vs WPM
+5,967.5%
-4,436.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.2% |
| 7D | +2.4% | +1.1% | +1.4% | +2.1% |
| 30D | -3.3% | +26.4% | -29.6% | -8.5% |
| 3M | -43.6% | +20.8% | -64.4% | -46.1% |
| 6M | +19.0% | +1.1% | +17.8% | +17.7% |
| YTD | +37.4% | +32.5% | +4.9% | +27.6% |
| 1Y | +54.8% | +51.5% | +3.2% | +39.0% |
| 3Y | -25.2% | +267.0% | -292.2% | -45.8% |
| 5Y | +62.7% | +250.1% | -187.4% | +17.2% |
| 10Y | +574.3% | +540.4% | +34.0% | +299.1% |
| All | +1,531.1% | +5,967.5% | -4,436.4% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling