+111.7%
WFC vs ON
+557.7%
-446.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.7% | +17.0% | -15.3% | -2.2% |
| 30D | +6.8% | -3.9% | +10.7% | +7.3% |
| 3M | -3.0% | -11.5% | +8.5% | -1.2% |
| 6M | +15.4% | -29.2% | +44.6% | +20.2% |
| YTD | -5.9% | +36.2% | -42.1% | -18.9% |
| 1Y | +1.7% | +49.6% | -48.0% | -14.8% |
| 3Y | +124.9% | +9.4% | +115.5% | +91.0% |
| 5Y | +90.5% | +25.8% | +64.7% | +42.6% |
| All | +111.7% | +557.7% | -446.0% | -6.5% |
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 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