+21.3%
WAT vs ONTO
+52.3%
-30.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +0.6% | +17.5% | -16.9% | -0.9% |
| 30D | +5.4% | -15.7% | +21.1% | +6.2% |
| 3M | +11.3% | -39.7% | +51.0% | +14.8% |
| 6M | +37.4% | -26.5% | +63.9% | +37.4% |
| YTD | +21.2% | +29.0% | -7.8% | +8.7% |
| 1Y | +21.3% | +57.0% | -35.6% | +5.5% |
| All | +21.3% | +52.3% | -30.9% | +5.5% |
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 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