+12.3%
WFC vs ON
+56.1%
-43.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +3.8% | +2.4% | +1.3% | +3.6% |
| 30D | +1.5% | -3.3% | +4.8% | +1.7% |
| 3M | +10.9% | -43.6% | +54.4% | +14.5% |
| 6M | +8.4% | +19.0% | -10.5% | +0.5% |
| YTD | -1.9% | +37.4% | -39.2% | -11.3% |
| 1Y | +12.3% | +54.8% | -42.4% | -0.3% |
| All | +12.3% | +56.1% | -43.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling