+56.9%
ON vs WU
-51.4%
+108.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -1.9% | -4.9% | +3.1% | 0.0% |
| 30D | -11.0% | -1.3% | -9.8% | -10.8% |
| 3M | -39.3% | -3.6% | -35.8% | -40.2% |
| 6M | +19.8% | -24.3% | +44.2% | +31.1% |
| YTD | +31.1% | -21.1% | +52.2% | +40.1% |
| 1Y | +46.0% | -10.3% | +56.3% | +44.8% |
| 3Y | -27.5% | -28.4% | +0.8% | -21.1% |
| 5Y | +56.9% | -51.2% | +108.1% | +93.8% |
| All | +56.9% | -51.4% | +108.3% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling