-23.3%
ONON vs WY
-19.9%
-3.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +2.0% |
| 7D | -5.3% | -3.7% | -1.6% | -2.7% |
| 30D | -13.1% | -11.3% | -1.8% | -5.4% |
| 3M | -29.3% | -8.1% | -21.2% | -25.3% |
| 6M | -34.5% | -7.4% | -27.1% | -31.5% |
| YTD | -42.2% | -4.7% | -37.5% | -41.7% |
| 1Y | -37.3% | -9.2% | -28.1% | -34.6% |
| 3Y | -9.3% | -24.7% | +15.4% | +6.5% |
| All | -23.3% | -19.9% | -3.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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