+72.4%
ONTO vs WAB
+198.1%
-125.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -5.6% | -10.0% | -9.4% |
| 7D | -29.7% | -2.5% | -27.2% | -27.2% |
| 30D | -50.3% | -4.4% | -45.9% | -47.3% |
| 3M | -43.5% | -5.9% | -37.6% | -38.8% |
| 6M | -48.9% | +5.9% | -54.8% | -51.4% |
| YTD | -1.2% | +30.9% | -32.1% | -24.9% |
| 1Y | +14.9% | +35.8% | -20.9% | -15.9% |
| 3Y | +31.2% | +154.0% | -122.8% | -48.4% |
| All | +72.4% | +198.1% | -125.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling