-21.7%
ONON vs WTW
+43.8%
-65.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.1% | -5.7% | +3.6% | +0.8% |
| 30D | -11.6% | -7.3% | -4.4% | -8.4% |
| 3M | -30.1% | +21.5% | -51.6% | -37.1% |
| 6M | -30.5% | +9.6% | -40.1% | -34.5% |
| YTD | -41.0% | -3.3% | -37.7% | -41.0% |
| 1Y | -36.7% | -6.1% | -30.6% | -35.8% |
| 3Y | -8.6% | +61.8% | -70.4% | -44.1% |
| All | -21.7% | +43.8% | -65.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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