+50.8%
WM vs ONON
-23.0%
+73.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -0.9% | -1.7% | +0.8% | -0.8% |
| 30D | -4.3% | -27.4% | +23.0% | -3.4% |
| 3M | +0.8% | -26.5% | +27.3% | +1.7% |
| 6M | -10.8% | -34.2% | +23.5% | -9.6% |
| YTD | -0.1% | -41.3% | +41.3% | +1.6% |
| 1Y | +1.0% | -39.7% | +40.7% | +2.4% |
| 3Y | +45.1% | -7.8% | +52.9% | +43.6% |
| All | +50.8% | -23.0% | +73.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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