+23.9%
ONDS vs WAT
+75.1%
-51.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -3.5% | -1.3% | -2.3% | -2.9% |
| 30D | -14.1% | +2.3% | -16.4% | -14.7% |
| 3M | -36.3% | +8.7% | -45.1% | -38.6% |
| 6M | -27.5% | +28.3% | -55.8% | -35.4% |
| YTD | -21.9% | +7.8% | -29.7% | -25.5% |
| 1Y | +43.0% | +36.6% | +6.4% | +20.7% |
| 3Y | +697.1% | +45.7% | +651.4% | +501.5% |
| 5Y | -1.2% | -3.3% | +2.1% | -22.9% |
| All | +23.9% | +75.1% | -51.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling