+36.6%
WAT vs ONTO
+162.8%
-126.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.6% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | +2.3% | -2.9% | +5.2% | +2.2% |
| 3M | +8.7% | -2.5% | +11.2% | +7.3% |
| 6M | +28.3% | +28.2% | +0.1% | +21.0% |
| YTD | +7.8% | +69.8% | -62.0% | -3.0% |
| 1Y | +36.6% | +162.9% | -126.3% | +10.8% |
| All | +36.6% | +162.8% | -126.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling