+19.0%
ON vs WWD
-10.6%
+29.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +2.4% | +1.3% | +1.1% | +1.7% |
| 30D | -3.3% | -7.2% | +3.9% | +0.6% |
| 3M | -43.6% | -3.8% | -39.7% | -42.9% |
| 6M | +19.0% | -9.9% | +28.9% | +23.4% |
| All | +19.0% | -10.6% | +29.6% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling