-39.2%
ONON vs GWRE
-25.4%
-13.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.6% | +0.5% |
| 7D | -3.0% | -21.1% | +18.1% | -1.1% |
| 30D | -26.7% | +1.3% | -28.0% | -27.2% |
| 3M | -25.3% | +7.4% | -32.7% | -26.6% |
| 6M | -35.3% | +5.6% | -40.9% | -36.3% |
| YTD | -39.8% | -19.2% | -20.6% | -38.9% |
| 1Y | -39.2% | -25.1% | -14.1% | -36.7% |
| All | -39.2% | -25.4% | -13.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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