-21.7%
ONON vs ITW
+39.2%
-60.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.1% |
| 7D | -2.1% | -0.7% | -1.3% | -1.4% |
| 30D | -11.6% | -8.3% | -3.3% | -4.8% |
| 3M | -30.1% | +6.0% | -36.1% | -33.7% |
| 6M | -30.5% | 0.0% | -30.5% | -30.7% |
| YTD | -41.0% | +10.2% | -51.3% | -46.4% |
| 1Y | -36.7% | +3.2% | -39.9% | -39.1% |
| 3Y | -8.6% | +21.0% | -29.6% | -27.2% |
| All | -21.7% | +39.2% | -60.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling