+1,169.3%
ON vs WU
-22.0%
+1,191.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.0% | +8.8% | +7.4% |
| 7D | +3.3% | +2.1% | +1.2% | +1.4% |
| 30D | -3.1% | +10.1% | -13.3% | -9.3% |
| 3M | -9.2% | -1.1% | -8.1% | -10.5% |
| 6M | -31.4% | -19.8% | -11.6% | -26.8% |
| YTD | +36.0% | -20.8% | +56.7% | +44.8% |
| 1Y | +52.0% | -15.1% | +67.1% | +55.5% |
| 3Y | +9.3% | -23.2% | +32.5% | +15.2% |
| 5Y | +26.5% | -42.6% | +69.1% | +53.2% |
| 10Y | +556.1% | -38.9% | +595.0% | +643.8% |
| All | +1,169.3% | -22.0% | +1,191.3% | +1,061.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling