+572.1%
ON vs WCC
+518.6%
+53.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.8% |
| 7D | -4.7% | +1.7% | -6.4% | -5.9% |
| 30D | -13.5% | -6.1% | -7.4% | -10.4% |
| 3M | -36.3% | +3.1% | -39.4% | -37.3% |
| 6M | +17.8% | +28.2% | -10.5% | +1.6% |
| YTD | +29.6% | +41.1% | -11.5% | +5.0% |
| 1Y | +45.8% | +61.3% | -15.5% | +8.2% |
| 3Y | -28.3% | +123.6% | -152.0% | -59.2% |
| 5Y | +49.6% | +214.8% | -165.1% | -34.6% |
| All | +572.1% | +518.6% | +53.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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