+110.0%
WAT vs ONTO
+493.5%
-383.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | +2.0% | +34.4% | -32.4% | -3.6% |
| 30D | +7.7% | -20.4% | +28.1% | +11.3% |
| 3M | +11.1% | -37.8% | +48.9% | +19.2% |
| 6M | +31.2% | -24.6% | +55.8% | +32.3% |
| YTD | +21.7% | +32.8% | -11.1% | +7.6% |
| 1Y | +19.3% | +54.7% | -35.4% | +1.9% |
| 3Y | +80.6% | +54.7% | +25.9% | +39.6% |
| 5Y | +29.5% | +134.0% | -104.5% | -15.2% |
| All | +110.0% | +493.5% | -383.5% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling