-23.3%
ONON vs GWW
+228.1%
-251.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | -30.8% | -1.4% | -29.4% | -30.3% |
| 3M | -29.8% | -3.6% | -26.2% | -28.6% |
| 6M | -34.8% | +15.1% | -49.9% | -40.1% |
| YTD | -42.3% | +27.5% | -69.7% | -50.3% |
| 1Y | -39.5% | +29.6% | -69.1% | -48.6% |
| 3Y | -9.3% | +90.1% | -99.4% | -40.3% |
| All | -23.3% | +228.1% | -251.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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