+7,061.6%
WDC vs ON
+179.8%
+6,881.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -16.7% | -4.1% | -12.6% | -15.1% |
| 30D | -27.2% | -10.2% | -17.0% | -23.9% |
| 3M | -34.0% | -12.7% | -21.3% | -30.9% |
| 6M | -39.7% | -32.5% | -7.2% | -31.3% |
| YTD | +68.1% | +28.6% | +39.5% | +55.7% |
| 1Y | +66.3% | +43.4% | +22.9% | +48.2% |
| 3Y | +754.4% | +3.3% | +751.1% | +703.9% |
| 5Y | +595.8% | +22.5% | +573.3% | +495.3% |
| 10Y | +660.4% | +535.7% | +124.7% | +293.9% |
| All | +7,061.6% | +179.8% | +6,881.8% | +2,531.9% |
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