+4.6%
WBD vs ONON
-22.6%
+27.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.1% |
| 7D | -0.7% | -2.1% | +1.3% | -0.2% |
| 30D | +1.4% | -11.6% | +13.0% | +4.6% |
| 3M | +4.4% | -30.1% | +34.5% | +13.0% |
| 6M | +0.8% | -30.5% | +31.3% | +8.3% |
| YTD | -2.7% | -41.0% | +38.3% | +9.0% |
| 1Y | +73.4% | -36.7% | +110.1% | +88.3% |
| 3Y | +142.1% | -8.6% | +150.7% | +128.8% |
| All | +4.6% | -22.6% | +27.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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