+23.9%
ONDS vs WST
+27.0%
-3.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -3.5% | +0.7% | -4.3% | -3.7% |
| 30D | -14.1% | -3.1% | -10.9% | -13.3% |
| 3M | -36.3% | +7.2% | -43.5% | -37.6% |
| 6M | -27.5% | +36.8% | -64.3% | -33.9% |
| YTD | -21.9% | +23.8% | -45.8% | -27.0% |
| 1Y | +43.0% | +37.8% | +5.2% | +29.1% |
| 3Y | +697.1% | -15.9% | +713.0% | +692.5% |
| 5Y | -1.2% | -25.8% | +24.7% | -0.9% |
| All | +23.9% | +27.0% | -3.1% | -4.2% |
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