+629.3%
ON vs WTW
+198.0%
+431.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -5.7% | +8.1% | +5.3% |
| 30D | -8.6% | -7.3% | -1.4% | -5.5% |
| 3M | -34.3% | +21.5% | -55.8% | -41.8% |
| 6M | +28.5% | +9.6% | +18.9% | +18.6% |
| YTD | +40.6% | -3.3% | +43.9% | +37.5% |
| 1Y | +55.3% | -6.1% | +61.5% | +53.8% |
| 3Y | -22.2% | +61.8% | -84.0% | -50.9% |
| 5Y | +62.4% | +42.7% | +19.7% | +12.3% |
| All | +629.3% | +198.0% | +431.3% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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