-16.1%
ONDS vs WFC
+234.7%
-250.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -3.3% | +2.5% | -5.8% | -4.6% |
| 30D | -16.0% | +7.0% | -23.0% | -19.3% |
| 3M | -42.1% | -1.8% | -40.3% | -41.8% |
| 6M | -41.8% | +18.4% | -60.2% | -47.8% |
| YTD | -47.1% | -5.6% | -41.5% | -45.8% |
| 1Y | -21.3% | +3.9% | -25.2% | -23.3% |
| 3Y | +695.1% | +126.3% | +568.7% | +426.8% |
| 5Y | -50.0% | +91.1% | -141.2% | -64.7% |
| All | -16.1% | +234.7% | -250.8% | -44.4% |
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