+196.1%
ON vs WSM
+4,691.3%
-4,495.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.2% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | -3.1% | +5.1% | -8.2% | -5.2% |
| 3M | -12.9% | +5.1% | -18.0% | -14.8% |
| 6M | -38.6% | +48.6% | -87.2% | -47.8% |
| YTD | +31.2% | +44.2% | -13.0% | +12.2% |
| 1Y | +47.6% | +38.1% | +9.6% | +28.2% |
| 3Y | +6.6% | +257.2% | -250.6% | -38.7% |
| 5Y | +21.3% | +165.1% | -143.8% | -24.1% |
| 10Y | +533.3% | +1,123.6% | -590.2% | +106.7% |
| All | +196.1% | +4,691.3% | -4,495.2% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling