+17.9%
ONDS vs NWSA
+66.2%
-48.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | 0.0% |
| 7D | -5.0% | -4.8% | -0.2% | -1.7% |
| 30D | -25.6% | +3.0% | -28.5% | -27.1% |
| 3M | -22.1% | +9.3% | -31.4% | -28.6% |
| 6M | -27.6% | +23.2% | -50.8% | -40.1% |
| YTD | -25.7% | +13.3% | -39.0% | -35.6% |
| 1Y | +30.4% | +2.9% | +27.5% | +23.2% |
| 3Y | +695.0% | +43.3% | +651.6% | +456.1% |
| 5Y | -2.2% | +40.9% | -43.0% | -31.0% |
| All | +17.9% | +66.2% | -48.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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