+84.7%
WDC vs ON
+51.6%
+33.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.6% | +4.6% |
| 7D | -3.2% | +3.3% | -6.6% | -4.5% |
| 30D | -19.0% | -3.1% | -15.9% | -16.6% |
| 3M | -28.4% | -9.2% | -19.2% | -24.4% |
| 6M | -39.2% | -31.4% | -7.9% | -24.4% |
| YTD | +82.1% | +36.0% | +46.1% | +53.1% |
| 1Y | +84.7% | +52.0% | +32.6% | +55.6% |
| All | +84.7% | +51.6% | +33.0% | +55.6% |
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