-8.6%
ONON vs WSM
+230.1%
-238.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | -11.6% | -7.7% | -3.9% | -8.8% |
| 3M | -30.1% | +3.8% | -33.9% | -31.2% |
| 6M | -30.5% | +22.7% | -53.2% | -35.9% |
| YTD | -41.0% | +28.0% | -69.0% | -46.6% |
| 1Y | -36.7% | +12.7% | -49.4% | -40.2% |
| 3Y | -8.6% | +231.3% | -239.9% | -37.6% |
| All | -8.6% | +230.1% | -238.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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