+735.5%
ONDS vs WST
-15.5%
+751.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +8.2% | -0.3% | +8.5% | +8.3% |
| 30D | -16.4% | -4.6% | -11.7% | -15.6% |
| 3M | -26.0% | +5.7% | -31.7% | -26.8% |
| 6M | -22.5% | +37.6% | -60.1% | -27.4% |
| YTD | -21.9% | +23.0% | -45.0% | -25.4% |
| 1Y | +25.7% | +33.8% | -8.1% | +17.9% |
| 3Y | +735.5% | -13.4% | +748.9% | +773.0% |
| All | +735.5% | -15.5% | +751.1% | +773.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling