+30.8%
WAT vs ONTO
+84.2%
-53.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.1% | -10.1% | -0.8% |
| 7D | -1.1% | -14.0% | +12.9% | +0.9% |
| 30D | +5.0% | -43.1% | +48.0% | +13.9% |
| 3M | +14.5% | -35.5% | +50.0% | +20.6% |
| 6M | +30.9% | -41.1% | +72.0% | +37.4% |
| YTD | +20.5% | +9.8% | +10.7% | +11.3% |
| 1Y | +23.3% | +31.5% | -8.2% | +9.7% |
| 3Y | +81.5% | +45.2% | +36.3% | +41.7% |
| All | +30.8% | +84.2% | -53.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling