+17.9%
ONDS vs WFC
+245.8%
-227.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -25.6% | +2.3% | -27.9% | -26.6% |
| 3M | -22.1% | +9.8% | -31.9% | -26.6% |
| 6M | -27.6% | +15.6% | -43.1% | -34.1% |
| YTD | -25.7% | -2.4% | -23.3% | -25.0% |
| 1Y | +30.4% | +13.8% | +16.6% | +21.6% |
| 3Y | +695.0% | +134.6% | +560.3% | +419.8% |
| 5Y | -2.2% | +127.9% | -130.1% | -33.5% |
| All | +17.9% | +245.8% | -227.9% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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