-9.4%
ONDS vs CDW
+38.8%
-48.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -8.1% |
| 7D | -3.8% | +13.1% | -16.9% | -10.0% |
| 30D | -17.2% | +19.1% | -36.4% | -24.5% |
| 3M | -40.2% | +24.7% | -64.9% | -47.5% |
| 6M | -38.5% | +63.4% | -101.9% | -55.0% |
| YTD | -42.9% | +26.3% | -69.2% | -53.7% |
| 1Y | -5.3% | +20.6% | -25.9% | -20.5% |
| 3Y | +820.7% | -16.3% | +837.0% | +850.1% |
| 5Y | -41.6% | -3.9% | -37.7% | -46.8% |
| All | -9.4% | +38.8% | -48.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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