+196.2%
ON vs WY
+180.3%
+15.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.5% |
| 7D | -2.2% | -2.1% | -0.1% | -0.8% |
| 30D | -12.4% | -10.5% | -1.9% | -6.3% |
| 3M | -41.2% | -4.9% | -36.3% | -40.3% |
| 6M | +25.0% | -4.9% | +29.9% | +26.7% |
| YTD | +31.3% | -1.7% | +32.9% | +29.4% |
| 1Y | +45.4% | -9.4% | +54.8% | +50.6% |
| 3Y | -27.4% | -22.3% | -5.1% | -17.4% |
| 5Y | +58.5% | -20.5% | +79.0% | +81.0% |
| 10Y | +561.8% | +4.9% | +556.9% | +511.5% |
| All | +196.2% | +180.3% | +15.9% | +58.9% |
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 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