-3.9%
ONON vs WST
-7.0%
+3.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.3% |
| 7D | -10.0% | +4.2% | -14.2% | -11.1% |
| 30D | -5.3% | +11.2% | -16.5% | -8.3% |
| 3M | +6.5% | +20.4% | -13.9% | +0.5% |
| 6M | -5.0% | +37.9% | -42.9% | -14.2% |
| YTD | -27.6% | +51.8% | -79.4% | -37.1% |
| 1Y | -20.7% | +56.6% | -77.3% | -31.8% |
| 3Y | +26.6% | +24.2% | +2.4% | +4.6% |
| 5Y | -9.6% | +0.7% | -10.3% | -13.6% |
| All | -3.9% | -7.0% | +3.0% | +0.9% |
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 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