+116.6%
WAT vs ONTO
+449.2%
-332.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.0% | -7.8% | +2.0% |
| 7D | +6.0% | +1.4% | +4.7% | +5.3% |
| 30D | +9.9% | -34.1% | +44.0% | +17.6% |
| 3M | +17.2% | -37.1% | +54.2% | +25.3% |
| 6M | +34.2% | -31.8% | +66.1% | +38.0% |
| YTD | +25.5% | +22.9% | +2.6% | +12.6% |
| 1Y | +28.3% | +39.5% | -11.3% | +11.7% |
| 3Y | +88.4% | +57.7% | +30.7% | +44.1% |
| 5Y | +36.1% | +115.8% | -79.7% | -9.4% |
| All | +116.6% | +449.2% | -332.6% | -2.1% |
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