+17.6%
ONDS vs GWRE
+10.8%
+6.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -5.1% | -13.2% | +8.1% | +1.4% |
| 30D | -26.0% | -18.6% | -7.4% | -20.8% |
| 3M | -26.4% | +18.9% | -45.3% | -38.8% |
| 6M | -26.4% | -11.0% | -15.5% | -28.9% |
| YTD | -25.9% | -29.9% | +4.0% | -18.6% |
| 1Y | +12.6% | -44.3% | +57.0% | +45.2% |
| 3Y | +706.9% | +51.7% | +655.2% | +356.3% |
| 5Y | -2.4% | +15.4% | -17.9% | -28.4% |
| All | +17.6% | +10.8% | +6.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling