+572.1%
ON vs WU
-39.5%
+611.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -4.7% | -5.0% | +0.2% | -2.3% |
| 30D | -13.5% | -2.3% | -11.2% | -12.8% |
| 3M | -36.3% | -3.2% | -33.1% | -37.7% |
| 6M | +17.8% | -25.0% | +42.8% | +31.7% |
| YTD | +29.6% | -21.7% | +51.2% | +40.8% |
| 1Y | +45.8% | -9.0% | +54.8% | +43.2% |
| 3Y | -28.3% | -28.9% | +0.5% | -20.2% |
| 5Y | +49.6% | -51.0% | +100.7% | +102.3% |
| All | +572.1% | -39.5% | +611.6% | +674.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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