+1,182.4%
ON vs WU
-19.6%
+1,202.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +2.4% | -0.8% | +3.3% | +2.8% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | -43.6% | -3.9% | -39.7% | -44.5% |
| 6M | +19.0% | -20.7% | +39.6% | +29.3% |
| YTD | +37.4% | -18.4% | +55.7% | +46.3% |
| 1Y | +54.8% | -8.1% | +62.8% | +51.8% |
| 3Y | -25.2% | -24.2% | -1.0% | -19.3% |
| 5Y | +62.7% | -50.4% | +113.2% | +117.6% |
| 10Y | +574.3% | -40.0% | +614.4% | +685.4% |
| All | +1,182.4% | -19.6% | +1,202.0% | +1,073.8% |
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 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