-23.3%
ONON vs NWSA
+41.1%
-64.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -3.5% | -3.1% | -0.4% | -1.1% |
| 30D | -30.8% | +4.3% | -35.1% | -33.1% |
| 3M | -29.8% | +9.2% | -39.1% | -34.8% |
| 6M | -34.8% | +21.6% | -56.4% | -44.7% |
| YTD | -42.3% | +14.2% | -56.5% | -48.8% |
| 1Y | -39.5% | +1.8% | -41.3% | -41.5% |
| 3Y | -9.3% | +44.4% | -53.7% | -36.6% |
| All | -23.3% | +41.1% | -64.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling