+642.9%
WDC vs ON
+533.9%
+109.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.4% | -3.1% |
| 7D | +12.1% | +12.2% | -0.2% | +5.8% |
| 30D | -18.8% | -3.1% | -15.7% | -16.4% |
| 3M | -39.3% | -12.9% | -26.4% | -34.9% |
| 6M | -40.1% | -38.6% | -1.5% | -23.8% |
| YTD | +71.8% | +31.2% | +40.6% | +48.3% |
| 1Y | +88.5% | +47.6% | +40.8% | +52.2% |
| 3Y | +770.0% | +6.6% | +763.4% | +643.1% |
| 5Y | +549.0% | +21.3% | +527.8% | +354.1% |
| All | +642.9% | +533.9% | +109.0% | +100.3% |
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