+55.3%
ON vs WY
-9.1%
+64.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.5% |
| 7D | +2.4% | -4.2% | +6.5% | +3.1% |
| 30D | -8.6% | -10.1% | +1.5% | -7.0% |
| 3M | -34.3% | -8.5% | -25.8% | -33.0% |
| 6M | +28.5% | -3.3% | +31.9% | +28.5% |
| YTD | +40.6% | -4.4% | +45.0% | +40.6% |
| 1Y | +55.3% | -11.5% | +66.8% | +70.7% |
| All | +55.3% | -9.1% | +64.4% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling