+629.3%
ON vs WY
+7.6%
+621.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.3% |
| 7D | +2.4% | -4.2% | +6.5% | +5.6% |
| 30D | -8.6% | -10.1% | +1.5% | -1.6% |
| 3M | -34.3% | -8.5% | -25.8% | -31.2% |
| 6M | +28.5% | -3.3% | +31.9% | +28.7% |
| YTD | +40.6% | -4.4% | +45.0% | +40.8% |
| 1Y | +55.3% | -11.5% | +66.8% | +64.2% |
| 3Y | -22.2% | -24.3% | +2.1% | -8.6% |
| 5Y | +62.4% | -21.3% | +83.7% | +88.8% |
| All | +629.3% | +7.6% | +621.7% | +571.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling