-23.3%
ONON vs WST
-24.8%
+1.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -3.5% | -1.7% | -1.8% | -3.0% |
| 30D | -30.8% | -4.3% | -26.5% | -29.9% |
| 3M | -29.8% | +0.7% | -30.6% | -30.2% |
| 6M | -34.8% | +36.0% | -70.8% | -41.2% |
| YTD | -42.3% | +22.7% | -65.0% | -46.4% |
| 1Y | -39.5% | +34.1% | -73.6% | -45.8% |
| 3Y | -9.3% | -13.6% | +4.3% | -11.5% |
| All | -23.3% | -24.8% | +1.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling