+26.6%
ONON vs WAT
+82.3%
-55.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -10.0% | +0.6% | -10.6% | -10.1% |
| 30D | -5.3% | +5.4% | -10.7% | -6.7% |
| 3M | +6.5% | +11.3% | -4.8% | +3.2% |
| 6M | -5.0% | +37.4% | -42.4% | -13.2% |
| YTD | -27.6% | +21.2% | -48.8% | -32.2% |
| 1Y | -20.7% | +21.3% | -42.0% | -25.8% |
| 3Y | +26.6% | +83.4% | -56.8% | +1.8% |
| All | +26.6% | +82.3% | -55.7% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling