+11,472.3%
WDC vs ON
+199.0%
+11,273.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.5% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | -10.0% | -3.3% | -6.7% | -9.1% |
| 3M | -18.8% | -43.6% | +24.8% | -1.7% |
| 6M | +79.0% | +19.0% | +60.1% | +69.8% |
| YTD | +171.6% | +37.4% | +134.2% | +146.1% |
| 1Y | +417.4% | +54.8% | +362.6% | +347.2% |
| 3Y | +1,251.8% | -25.2% | +1,277.0% | +1,282.4% |
| 5Y | +911.7% | +62.7% | +849.0% | +688.6% |
| 10Y | +1,399.6% | +574.3% | +825.3% | +660.8% |
| All | +11,472.3% | +199.0% | +11,273.2% | +4,060.5% |
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