+131.4%
WMT vs ON
+51.2%
+80.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -2.5% | -4.7% | +2.2% | -2.3% |
| 30D | -6.4% | -13.5% | +7.1% | -5.9% |
| 3M | -12.1% | -36.3% | +24.2% | -10.9% |
| 6M | -15.0% | +17.8% | -32.7% | -16.7% |
| YTD | -4.5% | +29.6% | -34.1% | -7.0% |
| 1Y | +6.2% | +45.8% | -39.6% | +2.5% |
| 3Y | +99.9% | -28.3% | +128.2% | +94.5% |
| 5Y | +131.4% | +49.6% | +81.8% | +108.1% |
| All | +131.4% | +51.2% | +80.2% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling