-27.4%
ON vs WCC
+137.6%
-165.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -6.0% |
| 7D | -2.2% | +8.5% | -10.6% | -7.1% |
| 30D | -12.4% | -1.0% | -11.4% | -12.1% |
| 3M | -41.2% | +2.1% | -43.3% | -41.9% |
| 6M | +25.0% | +36.8% | -11.8% | +4.4% |
| YTD | +31.3% | +47.7% | -16.5% | +4.2% |
| 1Y | +45.4% | +66.5% | -21.1% | +6.9% |
| 3Y | -27.4% | +134.2% | -161.6% | -58.8% |
| All | -27.4% | +137.6% | -165.0% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling