-21.7%
ONON vs WPM
+264.9%
-286.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.6% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -11.6% | +14.4% | -26.0% | -14.9% |
| 3M | -30.1% | +37.0% | -67.1% | -36.1% |
| 6M | -30.5% | +4.1% | -34.6% | -32.2% |
| YTD | -41.0% | +31.7% | -72.8% | -46.7% |
| 1Y | -36.7% | +44.2% | -80.9% | -44.7% |
| 3Y | -8.6% | +265.5% | -274.1% | -44.1% |
| All | -21.7% | +264.9% | -286.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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