+133.3%
WFC vs ON
-28.4%
+161.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.7% |
| 30D | +2.5% | -11.0% | +13.5% | +3.9% |
| 3M | +10.0% | -39.3% | +49.3% | +16.0% |
| 6M | +15.1% | +19.8% | -4.8% | +7.6% |
| YTD | -2.2% | +31.1% | -33.3% | -10.3% |
| 1Y | +13.5% | +46.0% | -32.5% | +1.7% |
| All | +133.3% | -28.4% | +161.8% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling