-27.4%
ON vs WU
-27.2%
-0.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.7% |
| 7D | -2.2% | -0.8% | -1.3% | -1.9% |
| 30D | -12.4% | -1.1% | -11.3% | -12.3% |
| 3M | -41.2% | -1.8% | -39.4% | -42.6% |
| 6M | +25.0% | -23.9% | +48.9% | +36.2% |
| YTD | +31.3% | -20.4% | +51.7% | +39.4% |
| 1Y | +45.4% | -10.6% | +56.0% | +43.7% |
| 3Y | -27.4% | -27.7% | +0.3% | -25.8% |
| All | -27.4% | -27.2% | -0.2% | -25.8% |
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