-23.3%
ONON vs WSM
+177.8%
-201.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -3.5% | +2.6% | -6.1% | -4.7% |
| 30D | -30.8% | -9.3% | -21.5% | -27.3% |
| 3M | -29.8% | +7.1% | -36.9% | -32.4% |
| 6M | -34.8% | +21.7% | -56.5% | -41.3% |
| YTD | -42.3% | +28.7% | -71.0% | -49.6% |
| 1Y | -39.5% | +13.9% | -53.4% | -44.3% |
| 3Y | -9.3% | +232.2% | -241.5% | -59.1% |
| All | -23.3% | +177.8% | -201.1% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling