-22.1%
ONON vs BWA
+87.0%
-109.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.6% |
| 7D | -1.7% | +4.3% | -5.9% | -3.8% |
| 30D | -27.4% | -2.9% | -24.5% | -26.5% |
| 3M | -26.5% | -12.4% | -14.1% | -22.1% |
| 6M | -34.2% | +28.6% | -62.8% | -44.0% |
| YTD | -41.3% | +48.2% | -89.6% | -55.6% |
| 1Y | -39.7% | +50.9% | -90.6% | -55.1% |
| 3Y | -7.8% | +72.2% | -80.0% | -39.4% |
| All | -22.1% | +87.0% | -109.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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