+3.3%
ON vs WU
-20.5%
+23.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.5% |
| 7D | -4.1% | +11.0% | -15.2% | -6.7% |
| 30D | -10.2% | +13.4% | -23.6% | -13.3% |
| 3M | -12.7% | +2.2% | -15.0% | -13.6% |
| 6M | -32.5% | -18.2% | -14.3% | -28.7% |
| YTD | +28.6% | -18.3% | +46.8% | +35.1% |
| 1Y | +43.4% | -12.2% | +55.6% | +45.0% |
| 3Y | +3.3% | -20.8% | +24.1% | +9.0% |
| All | +3.3% | -20.5% | +23.8% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling