-10.5%
ONON vs BBWI
-47.8%
+37.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | +0.5% |
| 7D | -3.5% | -4.4% | +1.0% | -2.1% |
| 30D | -30.8% | -7.4% | -23.4% | -29.2% |
| 3M | -29.8% | -2.2% | -27.6% | -30.0% |
| 6M | -34.8% | -16.3% | -18.5% | -32.3% |
| YTD | -42.3% | -9.1% | -33.1% | -42.4% |
| 1Y | -39.5% | -34.5% | -5.0% | -32.5% |
| All | -10.5% | -47.8% | +37.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling