-8.6%
ONON vs NWSA
+43.3%
-51.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.1% | -2.8% | +0.7% | -0.5% |
| 30D | -11.6% | +3.0% | -14.6% | -13.2% |
| 3M | -30.1% | +12.3% | -42.4% | -34.9% |
| 6M | -30.5% | +21.9% | -52.4% | -38.8% |
| YTD | -41.0% | +13.6% | -54.6% | -45.9% |
| 1Y | -36.7% | +0.5% | -37.2% | -37.0% |
| 3Y | -8.6% | +43.8% | -52.4% | -31.2% |
| All | -8.6% | +43.3% | -51.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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