+688.0%
ONTO vs WTW
+84.7%
+603.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.4% |
| 7D | +9.4% | -7.1% | +16.5% | +12.4% |
| 30D | -4.4% | -8.5% | +4.1% | -1.5% |
| 3M | +1.6% | +20.6% | -19.0% | -7.8% |
| 6M | +45.3% | +7.2% | +38.0% | +37.4% |
| YTD | +76.4% | -3.9% | +80.2% | +74.2% |
| 1Y | +167.2% | -3.6% | +170.7% | +161.5% |
| 3Y | +116.6% | +60.7% | +55.9% | +42.4% |
| 5Y | +263.7% | +42.2% | +221.6% | +157.0% |
| All | +688.0% | +84.7% | +603.3% | +399.5% |
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