+791.4%
WFC vs ON
+199.0%
+592.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +3.8% | +2.4% | +1.3% | +3.3% |
| 30D | +1.5% | -3.3% | +4.8% | +2.0% |
| 3M | +10.9% | -43.6% | +54.4% | +20.7% |
| 6M | +8.4% | +19.0% | -10.5% | +2.0% |
| YTD | -1.9% | +37.4% | -39.2% | -10.5% |
| 1Y | +12.3% | +54.8% | -42.4% | -0.2% |
| 3Y | +132.3% | -25.2% | +157.5% | +125.0% |
| 5Y | +130.1% | +62.7% | +67.4% | +87.1% |
| 10Y | +134.4% | +574.3% | -440.0% | +41.7% |
| All | +791.4% | +199.0% | +592.4% | +373.4% |
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