-21.7%
ONON vs WST
-22.7%
+1.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -2.1% | +1.8% | -3.9% | -2.6% |
| 30D | -11.6% | -1.7% | -9.9% | -11.2% |
| 3M | -30.1% | +4.9% | -35.0% | -31.3% |
| 6M | -30.5% | +45.5% | -76.0% | -38.6% |
| YTD | -41.0% | +26.1% | -67.2% | -45.7% |
| 1Y | -36.7% | +31.7% | -68.4% | -42.9% |
| 3Y | -8.6% | -12.1% | +3.5% | -10.9% |
| All | -21.7% | -22.7% | +1.0% | -12.9% |
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