+27.4%
WMT vs ON
+41.6%
-14.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.3% | +3.4% |
| 7D | +8.8% | -5.8% | +14.6% | +8.6% |
| 30D | +22.9% | -17.1% | +40.0% | +22.6% |
| 3M | +16.1% | -11.8% | +27.9% | +15.8% |
| 6M | -0.5% | -30.2% | +29.7% | -1.5% |
| YTD | +16.7% | +31.6% | -14.9% | +13.7% |
| 1Y | +27.4% | +47.6% | -20.2% | +24.6% |
| All | +27.4% | +41.6% | -14.3% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling