-16.1%
ONDS vs SWK
-23.7%
+7.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -3.3% | -1.4% | -1.9% | -2.2% |
| 30D | -16.0% | +25.5% | -41.4% | -27.8% |
| 3M | -42.1% | +11.8% | -53.9% | -46.5% |
| 6M | -41.8% | +48.7% | -90.5% | -55.0% |
| YTD | -47.1% | +57.2% | -104.3% | -61.4% |
| 1Y | -21.3% | +75.3% | -96.6% | -46.7% |
| 3Y | +695.1% | +51.9% | +643.1% | +466.7% |
| 5Y | -50.0% | -30.7% | -19.3% | -53.7% |
| All | -16.1% | -23.7% | +7.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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