-21.7%
ONON vs WAB
+225.5%
-247.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -11.6% | -4.1% | -7.5% | -8.9% |
| 3M | -30.1% | +8.2% | -38.3% | -35.4% |
| 6M | -30.5% | +15.4% | -45.9% | -39.4% |
| YTD | -41.0% | +33.1% | -74.2% | -54.3% |
| 1Y | -36.7% | +48.1% | -84.8% | -55.2% |
| 3Y | -8.6% | +167.7% | -176.3% | -63.7% |
| All | -21.7% | +225.5% | -247.2% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling