-2.3%
WMT vs ONTO
-28.7%
+26.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.2% |
| 7D | +2.0% | +17.5% | -15.5% | +3.9% |
| 30D | +10.3% | -15.7% | +25.9% | +8.9% |
| 3M | +11.0% | -39.7% | +50.7% | +6.7% |
| 6M | -2.3% | -26.5% | +24.1% | -3.2% |
| All | -2.3% | -28.7% | +26.4% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling