-5.5%
ONON vs WST
-8.1%
+2.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | -11.9% | +4.9% | -16.8% | -13.2% |
| 30D | -6.8% | +10.7% | -17.5% | -9.7% |
| 3M | +6.6% | +16.8% | -10.2% | +1.6% |
| 6M | -2.2% | +32.0% | -34.2% | -10.6% |
| YTD | -28.9% | +49.9% | -78.8% | -37.9% |
| 1Y | -20.3% | +50.6% | -71.0% | -30.7% |
| 3Y | +22.9% | +21.4% | +1.5% | +2.7% |
| 5Y | -11.1% | -0.6% | -10.5% | -14.8% |
| All | -5.5% | -8.1% | +2.6% | -0.4% |
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