+46.0%
ON vs WCC
+66.8%
-20.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.8% |
| 7D | -1.9% | +6.8% | -8.7% | -6.5% |
| 30D | -11.0% | -3.0% | -8.0% | -9.4% |
| 3M | -39.3% | +0.2% | -39.5% | -39.3% |
| 6M | +19.8% | +33.2% | -13.3% | +2.5% |
| YTD | +31.1% | +45.8% | -14.7% | +5.6% |
| 1Y | +46.0% | +68.4% | -22.4% | +5.6% |
| All | +46.0% | +66.8% | -20.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling