+476.3%
ONTO vs WTW
+98.1%
+378.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.6% |
| 7D | +17.5% | +2.0% | +15.5% | +16.7% |
| 30D | -15.7% | +12.9% | -28.5% | -19.8% |
| 3M | -39.7% | +0.7% | -40.5% | -40.6% |
| 6M | -26.5% | +39.5% | -66.0% | -38.1% |
| YTD | +29.0% | +3.1% | +25.9% | +23.1% |
| 1Y | +57.0% | +4.8% | +52.2% | +48.1% |
| 3Y | +50.0% | +42.9% | +7.1% | +10.0% |
| 5Y | +127.3% | +55.3% | +72.0% | +53.4% |
| All | +476.3% | +98.1% | +378.2% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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