-8.6%
ONON vs GWRE
+50.1%
-58.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -2.1% | -13.2% | +11.2% | +1.2% |
| 30D | -11.6% | -18.6% | +7.0% | -8.2% |
| 3M | -30.1% | +18.9% | -49.0% | -34.7% |
| 6M | -30.5% | -11.0% | -19.6% | -30.7% |
| YTD | -41.0% | -29.9% | -11.1% | -36.2% |
| 1Y | -36.7% | -44.3% | +7.6% | -24.9% |
| 3Y | -8.6% | +51.7% | -60.3% | -36.1% |
| All | -8.6% | +50.1% | -58.7% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling