+449.2%
ONTO vs WSM
+764.2%
-315.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +9.0% | +10.6% |
| 7D | +1.4% | +0.9% | +0.5% | +0.8% |
| 30D | -34.1% | +8.6% | -42.7% | -36.9% |
| 3M | -37.1% | +4.2% | -41.3% | -38.7% |
| 6M | -31.8% | +44.6% | -76.5% | -42.8% |
| YTD | +22.9% | +48.5% | -25.6% | +1.9% |
| 1Y | +39.5% | +34.7% | +4.8% | +20.5% |
| 3Y | +57.7% | +271.0% | -213.4% | -13.7% |
| 5Y | +115.8% | +180.9% | -65.1% | +25.3% |
| All | +449.2% | +764.2% | -315.0% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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