+83.9%
WAT vs ONTO
+688.0%
-604.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.7% |
| 7D | -1.8% | +9.4% | -11.2% | -3.5% |
| 30D | -1.7% | -4.4% | +2.8% | -1.4% |
| 3M | +9.1% | +1.6% | +7.5% | +5.9% |
| 6M | +32.4% | +45.3% | -12.8% | +18.3% |
| YTD | +6.6% | +76.4% | -69.8% | -9.3% |
| 1Y | +34.7% | +167.2% | -132.4% | +3.9% |
| 3Y | +53.6% | +116.6% | -63.0% | +12.2% |
| 5Y | -4.1% | +263.7% | -267.8% | -42.2% |
| All | +83.9% | +688.0% | -604.1% | -21.2% |
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