+629.3%
ON vs WSM
+1,071.8%
-442.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.0% |
| 7D | +2.4% | -0.5% | +2.9% | +2.7% |
| 30D | -8.6% | -7.7% | -0.9% | -5.0% |
| 3M | -34.3% | +3.8% | -38.1% | -35.9% |
| 6M | +28.5% | +22.7% | +5.9% | +15.1% |
| YTD | +40.6% | +28.0% | +12.6% | +22.7% |
| 1Y | +55.3% | +12.7% | +42.6% | +43.9% |
| 3Y | -22.2% | +231.3% | -253.5% | -60.8% |
| 5Y | +62.4% | +177.2% | -114.8% | -14.3% |
| All | +629.3% | +1,071.8% | -442.4% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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