+61.9%
WM vs ONTO
+124.4%
-62.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | +3.2% | +17.5% | -14.3% | +3.5% |
| 30D | +13.0% | -15.7% | +28.7% | +13.0% |
| 3M | +9.2% | -39.7% | +49.0% | +9.0% |
| 6M | +13.6% | -26.5% | +40.1% | +13.3% |
| YTD | +12.4% | +29.0% | -16.6% | +10.2% |
| 1Y | +21.2% | +57.0% | -35.7% | +18.1% |
| 3Y | +48.7% | +50.0% | -1.3% | +42.0% |
| All | +61.9% | +124.4% | -62.5% | +44.3% |
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