+24.5%
ON vs WY
-32.5%
+57.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.8% |
| 7D | +17.0% | -5.4% | +22.4% | +21.6% |
| 30D | -3.9% | +7.9% | -11.7% | -10.2% |
| 3M | -11.5% | -16.6% | +5.1% | -0.3% |
| 6M | -29.2% | -11.2% | -18.0% | -25.6% |
| YTD | +36.2% | -11.3% | +47.5% | +41.2% |
| 1Y | +49.6% | -5.5% | +55.2% | +46.2% |
| 3Y | +9.4% | -25.4% | +34.8% | +27.2% |
| All | +24.5% | -32.5% | +57.1% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling