+92.7%
WFC vs ONTO
+122.9%
-30.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +0.8% |
| 30D | +3.3% | -32.9% | +36.2% | +8.8% |
| 3M | -1.4% | -32.2% | +30.8% | +2.9% |
| 6M | +14.7% | -30.6% | +45.3% | +16.5% |
| YTD | -5.9% | +25.1% | -31.0% | -16.0% |
| 1Y | +1.8% | +40.0% | -38.2% | -11.3% |
| 3Y | +124.9% | +45.7% | +79.2% | +76.1% |
| 5Y | +92.7% | +128.8% | -36.0% | +20.6% |
| All | +92.7% | +122.9% | -30.1% | +20.6% |
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