+992.6%
WDC vs ON
+57.7%
+934.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.6% | +4.2% |
| 7D | +6.0% | -2.2% | +8.2% | +6.9% |
| 30D | +9.9% | -12.4% | +22.4% | +16.8% |
| 3M | -9.4% | -41.2% | +31.8% | +14.5% |
| 6M | +94.7% | +25.0% | +69.7% | +78.6% |
| YTD | +177.4% | +31.3% | +146.1% | +149.7% |
| 1Y | +412.6% | +45.4% | +367.2% | +336.9% |
| 3Y | +1,359.8% | -27.4% | +1,387.2% | +1,418.2% |
| 5Y | +992.6% | +58.5% | +934.1% | +645.7% |
| All | +992.6% | +57.7% | +934.9% | +645.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling