-6.8%
ONDS vs WST
+54.3%
-61.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +8.7% | +1.1% | +7.7% | +8.7% |
| 30D | -14.1% | +12.4% | -26.5% | -16.5% |
| 3M | -41.2% | +17.6% | -58.7% | -43.4% |
| 6M | -39.2% | +28.3% | -67.4% | -43.0% |
| YTD | -41.3% | +50.5% | -91.8% | -47.7% |
| 1Y | -1.2% | +49.4% | -50.6% | -12.0% |
| 3Y | +847.1% | +21.9% | +825.2% | +730.4% |
| 5Y | -44.8% | +0.4% | -45.2% | -47.8% |
| All | -6.8% | +54.3% | -61.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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