-22.1%
ONON vs WAB
+226.9%
-249.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -3.0% |
| 7D | -1.7% | +1.7% | -3.3% | -2.9% |
| 30D | -27.4% | -2.4% | -25.0% | -26.3% |
| 3M | -26.5% | +9.7% | -36.2% | -32.9% |
| 6M | -34.2% | +16.5% | -50.7% | -43.1% |
| YTD | -41.3% | +33.7% | -75.1% | -54.6% |
| 1Y | -39.7% | +49.7% | -89.3% | -57.7% |
| 3Y | -7.8% | +170.9% | -178.8% | -63.8% |
| All | -22.1% | +226.9% | -249.0% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling