+556.1%
ON vs WCC
+453.1%
+103.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.4% | +3.7% |
| 7D | +3.3% | +3.3% | 0.0% | +1.7% |
| 30D | -3.1% | -9.4% | +6.3% | +2.7% |
| 3M | -9.2% | -10.5% | +1.3% | -3.1% |
| 6M | -31.4% | -10.4% | -20.9% | -26.1% |
| YTD | +36.0% | +34.4% | +1.5% | +13.2% |
| 1Y | +52.0% | +27.7% | +24.4% | +30.3% |
| 3Y | +9.3% | +137.9% | -128.7% | -40.2% |
| 5Y | +26.5% | +147.0% | -120.5% | -36.5% |
| 10Y | +556.1% | +442.5% | +113.7% | +52.9% |
| All | +556.1% | +453.1% | +103.0% | +52.9% |
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