-39.2%
ONON vs WAT
+41.4%
-80.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -26.7% | +2.3% | -29.1% | -27.0% |
| 3M | -25.3% | +8.7% | -34.0% | -26.4% |
| 6M | -35.3% | +28.3% | -63.6% | -38.3% |
| YTD | -39.8% | +7.8% | -47.6% | -41.7% |
| 1Y | -39.2% | +36.6% | -75.8% | -42.5% |
| All | -39.2% | +41.4% | -80.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling