+755.1%
WFC vs ON
+196.0%
+559.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -1.0% |
| 7D | -1.3% | +3.3% | -4.6% | -2.0% |
| 30D | +3.6% | -3.1% | +6.7% | +3.8% |
| 3M | -1.3% | -9.2% | +7.9% | -0.4% |
| 6M | +18.0% | -31.4% | +49.3% | +22.6% |
| YTD | -5.9% | +36.0% | -41.8% | -14.5% |
| 1Y | +1.8% | +52.0% | -50.2% | -9.6% |
| 3Y | +125.0% | +9.3% | +115.7% | +103.6% |
| 5Y | +92.0% | +26.5% | +65.5% | +62.6% |
| 10Y | +117.9% | +556.1% | -438.2% | +31.6% |
| All | +755.1% | +196.0% | +559.1% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling