+5.2%
ONON vs SW
+26.7%
-21.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | +10.6% | +2.3% | +8.3% | +9.9% |
| 30D | +12.5% | +6.8% | +5.7% | +10.2% |
| 3M | +0.1% | -5.2% | +5.2% | +1.1% |
| 6M | +3.6% | +7.4% | -3.8% | -0.3% |
| YTD | -19.6% | +17.4% | -37.0% | -25.4% |
| 1Y | +5.2% | +27.1% | -21.9% | -4.0% |
| All | +5.2% | +26.7% | -21.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling