+695.1%
WDC vs ON
+570.5%
+124.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.6% | +5.3% |
| 7D | -3.2% | +3.3% | -6.6% | -4.1% |
| 30D | -19.0% | -3.1% | -15.9% | -16.7% |
| 3M | -28.4% | -9.2% | -19.2% | -24.9% |
| 6M | -39.2% | -31.4% | -7.9% | -27.2% |
| YTD | +82.1% | +36.0% | +46.1% | +54.2% |
| 1Y | +84.7% | +52.0% | +32.6% | +46.8% |
| 3Y | +825.6% | +9.3% | +816.4% | +680.2% |
| 5Y | +608.2% | +26.5% | +581.7% | +384.2% |
| 10Y | +695.1% | +556.1% | +139.0% | +109.4% |
| All | +695.1% | +570.5% | +124.6% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling