-22.1%
ONON vs WAT
-1.6%
-20.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.8% |
| 7D | -1.7% | -0.7% | -0.9% | -1.3% |
| 30D | -27.4% | -1.0% | -26.4% | -27.1% |
| 3M | -26.5% | +10.9% | -37.4% | -30.4% |
| 6M | -34.2% | +33.2% | -67.4% | -43.7% |
| YTD | -41.3% | +6.1% | -47.4% | -44.3% |
| 1Y | -39.7% | +30.2% | -69.9% | -49.2% |
| 3Y | -7.8% | +52.9% | -60.7% | -38.1% |
| All | -22.1% | -1.6% | -20.5% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling