+7,606.7%
WDC vs ON
+196.4%
+7,410.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +16.3% | +17.0% | -0.7% | +10.5% |
| 30D | -18.3% | -3.9% | -14.4% | -16.4% |
| 3M | -31.4% | -11.5% | -19.9% | -28.5% |
| 6M | -36.3% | -29.2% | -7.1% | -28.6% |
| YTD | +80.8% | +36.2% | +44.7% | +64.5% |
| 1Y | +87.7% | +49.6% | +38.1% | +65.0% |
| 3Y | +819.4% | +9.4% | +810.0% | +749.3% |
| 5Y | +583.2% | +25.8% | +557.4% | +479.1% |
| 10Y | +689.8% | +557.1% | +132.7% | +304.1% |
| All | +7,606.7% | +196.4% | +7,410.3% | +2,680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling