+101.9%
WMT vs ONON
-8.6%
+110.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.2% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -7.4% | -11.6% | +4.2% | -6.6% |
| 3M | -10.9% | -30.1% | +19.2% | -8.8% |
| 6M | -12.7% | -30.5% | +17.8% | -10.9% |
| YTD | -3.2% | -41.0% | +37.8% | -0.3% |
| 1Y | +5.3% | -36.7% | +42.0% | +7.5% |
| 3Y | +101.9% | -8.6% | +110.5% | +97.1% |
| All | +101.9% | -8.6% | +110.5% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling