+27.3%
WAT vs ONTO
+46.1%
-18.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.7% | +10.4% | +2.3% |
| 7D | -1.9% | -17.4% | +15.4% | -0.6% |
| 30D | +6.2% | -43.2% | +49.4% | +10.5% |
| 3M | +18.1% | -35.7% | +53.8% | +21.1% |
| 6M | +54.9% | -38.3% | +93.2% | +58.4% |
| YTD | +23.1% | +17.1% | +6.0% | +13.8% |
| 1Y | +27.3% | +43.1% | -15.9% | +16.9% |
| All | +27.3% | +46.1% | -18.8% | +16.9% |
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