+113.2%
WDC vs ON
+41.6%
+71.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -5.6% |
| 7D | -18.3% | -5.8% | -12.5% | -15.1% |
| 30D | -26.7% | -17.1% | -9.6% | -17.9% |
| 3M | -40.9% | -11.8% | -29.1% | -37.2% |
| 6M | -26.8% | -30.2% | +3.4% | -10.2% |
| YTD | +88.2% | +31.6% | +56.6% | +59.4% |
| 1Y | +113.2% | +47.6% | +65.6% | +75.0% |
| All | +113.2% | +41.6% | +71.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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