+523.3%
ON vs WY
+5.0%
+518.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.8% |
| 7D | +12.2% | -0.8% | +13.1% | +12.8% |
| 30D | -3.1% | +10.1% | -13.2% | -10.9% |
| 3M | -12.9% | -15.4% | +2.5% | -3.6% |
| 6M | -38.6% | -8.3% | -30.3% | -37.0% |
| YTD | +31.2% | -9.8% | +41.0% | +34.7% |
| 1Y | +47.6% | -3.9% | +51.5% | +44.0% |
| 3Y | +6.6% | -23.3% | +29.9% | +21.6% |
| 5Y | +21.3% | -31.2% | +52.5% | +53.3% |
| All | +523.3% | +5.0% | +518.3% | +493.6% |
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