+209.9%
ON vs WWD
+11,809.0%
-11,599.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +2.4% | +1.3% | +1.1% | +1.8% |
| 30D | -3.3% | -7.2% | +3.9% | +0.5% |
| 3M | -43.6% | -3.8% | -39.7% | -42.8% |
| 6M | +19.0% | -9.9% | +28.9% | +24.5% |
| YTD | +37.4% | +14.8% | +22.5% | +25.5% |
| 1Y | +54.8% | +42.1% | +12.7% | +25.2% |
| 3Y | -25.2% | +170.8% | -196.0% | -57.3% |
| 5Y | +62.7% | +197.5% | -134.8% | -11.5% |
| 10Y | +574.3% | +477.8% | +96.5% | +157.1% |
| All | +209.9% | +11,809.0% | -11,599.1% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling