+754.4%
WDC vs ON
+6.3%
+748.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -16.7% | -4.1% | -12.6% | -14.4% |
| 30D | -27.2% | -10.2% | -17.0% | -22.6% |
| 3M | -34.0% | -12.7% | -21.3% | -29.7% |
| 6M | -39.7% | -32.5% | -7.2% | -27.7% |
| YTD | +68.1% | +28.6% | +39.5% | +55.1% |
| 1Y | +66.3% | +43.4% | +22.9% | +46.6% |
| 3Y | +754.4% | +3.3% | +751.1% | +700.2% |
| All | +754.4% | +6.3% | +748.1% | +700.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling