+130.8%
WMT vs ONTO
+268.0%
-137.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -0.2% | +9.4% | -9.6% | -0.5% |
| 30D | -5.8% | -4.4% | -1.4% | -5.8% |
| 3M | -10.8% | +1.6% | -12.4% | -11.2% |
| 6M | -14.3% | +45.3% | -59.6% | -16.3% |
| YTD | -4.4% | +76.4% | -80.8% | -7.4% |
| 1Y | +4.3% | +167.2% | -162.8% | -1.1% |
| 3Y | +100.1% | +116.6% | -16.5% | +85.3% |
| 5Y | +130.8% | +263.7% | -132.9% | +99.1% |
| All | +130.8% | +268.0% | -137.1% | +99.1% |
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