+658.6%
ONTO vs BBWI
+58.9%
+599.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +5.3% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | -2.9% | -5.2% | +2.3% | -2.1% |
| 3M | -2.5% | +11.1% | -13.6% | -6.7% |
| 6M | +28.2% | -13.4% | +41.6% | +30.4% |
| YTD | +69.8% | +0.1% | +69.7% | +64.2% |
| 1Y | +162.9% | -36.1% | +199.0% | +186.7% |
| 3Y | +95.9% | -44.1% | +140.0% | +113.6% |
| 5Y | +244.5% | -66.2% | +310.7% | +314.3% |
| All | +658.6% | +58.9% | +599.7% | +505.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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