+190.0%
ON vs WWD
+11,393.2%
-11,203.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -4.1% | +0.4% | -4.6% | -4.0% |
| 30D | -10.2% | -0.4% | -9.8% | -9.9% |
| 3M | -12.7% | -6.1% | -6.7% | -9.6% |
| 6M | -32.5% | -9.5% | -23.0% | -29.1% |
| YTD | +28.6% | +10.8% | +17.7% | +19.9% |
| 1Y | +43.4% | +23.5% | +19.9% | +25.4% |
| 3Y | +3.3% | +151.3% | -147.9% | -38.4% |
| 5Y | +22.5% | +187.8% | -165.3% | -32.0% |
| 10Y | +535.7% | +461.1% | +74.6% | +147.2% |
| All | +190.0% | +11,393.2% | -11,203.1% | -66.0% |
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