+112.4%
WFC vs ON
+533.9%
-421.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +1.2% |
| 7D | +2.5% | +12.2% | -9.7% | -0.4% |
| 30D | +7.0% | -3.1% | +10.1% | +7.2% |
| 3M | -1.8% | -12.9% | +11.1% | +0.4% |
| 6M | +18.4% | -38.6% | +57.0% | +28.2% |
| YTD | -5.6% | +31.2% | -36.8% | -17.9% |
| 1Y | +3.9% | +47.6% | -43.8% | -12.7% |
| 3Y | +126.3% | +6.6% | +119.7% | +93.2% |
| 5Y | +91.1% | +21.3% | +69.9% | +44.3% |
| All | +112.4% | +533.9% | -421.5% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling