+7.0%
WMT vs ON
+56.1%
-49.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | +3.9% | +2.4% | +1.5% | +4.0% |
| 30D | -4.4% | -3.3% | -1.1% | -4.4% |
| 3M | -8.8% | -43.6% | +34.8% | -9.1% |
| 6M | -15.6% | +19.0% | -34.6% | -16.9% |
| YTD | -3.2% | +37.4% | -40.6% | -4.1% |
| 1Y | +7.0% | +54.8% | -47.7% | +6.6% |
| All | +7.0% | +56.1% | -49.1% | +6.6% |
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