+196.1%
ON vs WY
+157.1%
+39.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.7% |
| 7D | +12.2% | -0.8% | +13.1% | +12.7% |
| 30D | -3.1% | +10.1% | -13.2% | -9.9% |
| 3M | -12.9% | -15.4% | +2.5% | -4.9% |
| 6M | -38.6% | -8.3% | -30.3% | -37.1% |
| YTD | +31.2% | -9.8% | +41.0% | +34.6% |
| 1Y | +47.6% | -3.9% | +51.5% | +45.1% |
| 3Y | +6.6% | -23.3% | +29.9% | +20.3% |
| 5Y | +21.3% | -31.2% | +52.5% | +49.7% |
| 10Y | +533.3% | +5.5% | +527.8% | +478.7% |
| All | +196.1% | +157.1% | +39.0% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling