-9.4%
ONDS vs WST
+54.1%
-63.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | -17.2% | +12.7% | -30.0% | -19.6% |
| 3M | -40.2% | +17.2% | -57.3% | -42.4% |
| 6M | -38.5% | +26.7% | -65.2% | -42.2% |
| YTD | -42.9% | +50.3% | -93.2% | -49.2% |
| 1Y | -5.3% | +50.2% | -55.5% | -15.7% |
| 3Y | +820.7% | +21.7% | +798.9% | +707.5% |
| 5Y | -41.6% | +2.0% | -43.7% | -44.8% |
| All | -9.4% | +54.1% | -63.5% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling