+10.3%
ONON vs SW
-2.0%
+12.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +4.7% |
| 7D | +20.9% | +12.1% | +8.9% | +17.4% |
| 30D | +21.1% | +6.6% | +14.6% | +19.1% |
| 3M | +2.7% | -6.0% | +8.7% | +3.9% |
| 6M | +12.6% | +21.5% | -8.8% | +6.0% |
| YTD | -16.9% | +20.3% | -37.2% | -22.0% |
| 1Y | +6.7% | +28.1% | -21.5% | -1.5% |
| 3Y | +37.6% | +51.6% | -14.0% | +21.8% |
| 5Y | +2.6% | -0.1% | +2.8% | -4.9% |
| All | +10.3% | -2.0% | +12.3% | +3.3% |
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