+52.0%
ON vs WWD
+25.8%
+26.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.4% | +5.1% |
| 7D | +3.3% | +3.7% | -0.4% | +1.9% |
| 30D | -3.1% | +1.8% | -4.9% | -3.8% |
| 3M | -9.2% | -5.0% | -4.3% | -7.3% |
| 6M | -31.4% | -8.4% | -23.0% | -28.9% |
| YTD | +36.0% | +12.3% | +23.7% | +36.1% |
| 1Y | +52.0% | +26.2% | +25.8% | +51.2% |
| All | +52.0% | +25.8% | +26.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling