+60.4%
WM vs ONTO
+112.9%
-52.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.8% | +0.4% |
| 7D | -0.5% | +1.4% | -1.8% | -0.4% |
| 30D | +13.3% | -34.1% | +47.4% | +13.0% |
| 3M | +4.4% | -37.1% | +41.4% | +4.1% |
| 6M | +10.8% | -31.8% | +42.7% | +10.4% |
| YTD | +9.1% | +22.9% | -13.9% | +6.9% |
| 1Y | +19.1% | +39.5% | -20.4% | +16.3% |
| 3Y | +45.7% | +57.7% | -12.0% | +38.3% |
| 5Y | +60.4% | +115.8% | -55.4% | +44.3% |
| All | +60.4% | +112.9% | -52.5% | +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