+390.5%
ONTO vs WST
+188.7%
+201.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.9% | +9.2% | +10.4% |
| 7D | -14.0% | -3.1% | -10.9% | -12.8% |
| 30D | -43.1% | +9.1% | -52.2% | -44.7% |
| 3M | -35.5% | +14.7% | -50.2% | -38.6% |
| 6M | -41.1% | +28.0% | -69.1% | -46.1% |
| YTD | +9.8% | +45.6% | -35.9% | -4.8% |
| 1Y | +31.5% | +45.7% | -14.1% | +13.8% |
| 3Y | +45.2% | +21.1% | +24.1% | +20.1% |
| 5Y | +86.7% | +0.3% | +86.4% | +65.4% |
| All | +390.5% | +188.7% | +201.7% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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