-7.8%
ONON vs WST
-15.5%
+7.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -27.4% | -4.6% | -22.8% | -27.0% |
| 3M | -26.5% | +5.7% | -32.2% | -27.0% |
| 6M | -34.2% | +37.6% | -71.8% | -36.6% |
| YTD | -41.3% | +23.0% | -64.4% | -42.9% |
| 1Y | -39.7% | +33.8% | -73.5% | -41.8% |
| 3Y | -7.8% | -13.4% | +5.5% | -7.7% |
| All | -7.8% | -15.5% | +7.7% | -7.7% |
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