+17.9%
ONDS vs WST
+28.6%
-10.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -25.6% | -2.0% | -23.5% | -25.1% |
| 3M | -22.1% | +4.1% | -26.2% | -23.0% |
| 6M | -27.6% | +47.4% | -75.0% | -35.3% |
| YTD | -25.7% | +25.4% | -51.1% | -30.8% |
| 1Y | +30.4% | +35.3% | -4.9% | +18.3% |
| 3Y | +695.0% | -11.7% | +706.6% | +675.7% |
| 5Y | -2.2% | -24.0% | +21.9% | -2.4% |
| All | +17.9% | +28.6% | -10.7% | -9.1% |
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