+51.6%
WM vs ONON
-20.9%
+72.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -2.4% | -26.7% | +24.3% | -1.4% |
| 3M | +0.4% | -25.3% | +25.7% | +1.3% |
| 6M | -9.5% | -35.3% | +25.8% | -8.3% |
| YTD | +0.5% | -39.8% | +40.3% | +2.0% |
| 1Y | -1.1% | -39.2% | +38.1% | +0.3% |
| 3Y | +46.0% | -4.2% | +50.3% | +44.3% |
| All | +51.6% | -20.9% | +72.5% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling