-20.0%
ONON vs WWD
+189.8%
-209.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | -3.0% | +1.3% | -4.3% | -3.6% |
| 30D | -26.7% | -7.2% | -19.5% | -24.0% |
| 3M | -25.3% | -3.8% | -21.5% | -24.8% |
| 6M | -35.3% | -9.9% | -25.3% | -32.8% |
| YTD | -39.8% | +14.8% | -54.6% | -45.6% |
| 1Y | -39.2% | +42.1% | -81.3% | -52.0% |
| 3Y | -4.2% | +170.8% | -175.0% | -50.6% |
| All | -20.0% | +189.8% | -209.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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