-16.1%
ONDS vs WAT
+96.9%
-113.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -3.3% | +0.6% | -3.9% | -3.3% |
| 30D | -16.0% | +5.4% | -21.4% | -17.3% |
| 3M | -42.1% | +11.3% | -53.4% | -44.4% |
| 6M | -41.8% | +37.4% | -79.2% | -49.0% |
| YTD | -47.1% | +21.2% | -68.3% | -51.9% |
| 1Y | -21.3% | +21.3% | -42.7% | -28.6% |
| 3Y | +695.1% | +83.4% | +611.7% | +433.6% |
| 5Y | -50.0% | +29.0% | -79.0% | -62.5% |
| All | -16.1% | +96.9% | -113.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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