+255.5%
WMB vs ONON
-20.9%
+276.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +0.8% |
| 30D | +3.3% | -26.7% | +30.0% | +5.4% |
| 3M | +3.1% | -25.3% | +28.4% | +5.0% |
| 6M | -0.7% | -35.3% | +34.5% | +2.0% |
| YTD | +25.2% | -39.8% | +64.9% | +29.2% |
| 1Y | +32.9% | -39.2% | +72.1% | +36.7% |
| 3Y | +140.6% | -4.2% | +144.8% | +135.9% |
| All | +255.5% | -20.9% | +276.4% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling