+55.3%
ON vs WSM
+12.7%
+42.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.0% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -8.6% | -7.7% | -0.9% | -5.6% |
| 3M | -34.3% | +3.8% | -38.1% | -35.9% |
| 6M | +28.5% | +22.7% | +5.9% | +15.2% |
| YTD | +40.6% | +28.0% | +12.6% | +20.4% |
| 1Y | +55.3% | +12.7% | +42.6% | +38.2% |
| All | +55.3% | +12.7% | +42.6% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling