+126.7%
WFC vs ON
+57.7%
+69.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.4% |
| 7D | +1.1% | -2.2% | +3.2% | +1.4% |
| 30D | +0.8% | -12.4% | +13.2% | +3.1% |
| 3M | +9.3% | -41.2% | +50.5% | +18.3% |
| 6M | +10.6% | +25.0% | -14.4% | +1.2% |
| YTD | -4.1% | +31.3% | -35.3% | -13.6% |
| 1Y | +13.6% | +45.4% | -31.8% | -0.6% |
| 3Y | +130.7% | -27.4% | +158.1% | +121.7% |
| 5Y | +126.7% | +58.5% | +68.2% | +71.3% |
| All | +126.7% | +57.7% | +69.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling