+449.2%
ONTO vs GWW
+394.3%
+55.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.5% |
| 7D | +1.4% | +5.3% | -3.9% | -2.4% |
| 30D | -34.1% | +12.4% | -46.6% | -39.6% |
| 3M | -37.1% | +13.7% | -50.8% | -42.9% |
| 6M | -31.8% | +18.0% | -49.9% | -40.1% |
| YTD | +22.9% | +44.6% | -21.6% | -7.5% |
| 1Y | +39.5% | +53.1% | -13.6% | +0.5% |
| 3Y | +57.7% | +90.2% | -32.6% | -3.1% |
| 5Y | +115.8% | +215.0% | -99.2% | -10.2% |
| All | +449.2% | +394.3% | +55.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling