+1,228.2%
WDC vs ON
+596.1%
+632.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.8% |
| 7D | +4.4% | -4.7% | +9.1% | +7.0% |
| 30D | +5.3% | -13.5% | +18.8% | +13.5% |
| 3M | -5.9% | -36.3% | +30.4% | +17.7% |
| 6M | +73.2% | +17.8% | +55.5% | +58.1% |
| YTD | +167.8% | +29.6% | +138.3% | +133.1% |
| 1Y | +386.0% | +45.8% | +340.2% | +291.8% |
| 3Y | +1,309.7% | -28.3% | +1,338.0% | +1,347.6% |
| 5Y | +957.1% | +49.6% | +907.4% | +548.1% |
| All | +1,228.2% | +596.1% | +632.0% | +248.8% |
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