-20.0%
ONON vs SW
-0.6%
-19.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -3.0% | -5.1% | +2.1% | -1.7% |
| 30D | -26.7% | -4.6% | -22.1% | -26.1% |
| 3M | -25.3% | +9.4% | -34.7% | -27.6% |
| 6M | -35.3% | +3.5% | -38.8% | -36.6% |
| YTD | -39.8% | +22.0% | -61.8% | -43.6% |
| 1Y | -39.2% | +2.2% | -41.4% | -40.7% |
| 3Y | -4.2% | +19.6% | -23.8% | -11.6% |
| All | -20.0% | -0.6% | -19.4% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling