-23.3%
ONON vs WAB
+222.1%
-245.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -13.1% | -5.9% | -7.3% | -9.3% |
| 3M | -29.3% | +9.4% | -38.7% | -35.3% |
| 6M | -34.5% | +13.8% | -48.4% | -42.3% |
| YTD | -42.2% | +31.8% | -74.0% | -54.8% |
| 1Y | -37.3% | +48.5% | -85.9% | -55.9% |
| 3Y | -9.3% | +167.0% | -176.2% | -64.0% |
| All | -23.3% | +222.1% | -245.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling