+23.9%
ONDS vs SW
+27.0%
-3.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -3.5% | -5.1% | +1.5% | -2.3% |
| 30D | -14.1% | -4.6% | -9.5% | -13.2% |
| 3M | -36.3% | +9.4% | -45.7% | -37.8% |
| 6M | -27.5% | +3.5% | -31.0% | -28.5% |
| YTD | -21.9% | +22.0% | -44.0% | -26.1% |
| 1Y | +43.0% | +2.2% | +40.8% | +40.2% |
| 3Y | +697.1% | +19.6% | +677.5% | +660.8% |
| 5Y | -1.2% | -2.3% | +1.2% | -8.2% |
| All | +23.9% | +27.0% | -3.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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