+3.3%
ON vs WCC
+135.5%
-132.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | -9.9% | +5.8% | +2.3% |
| 30D | -10.2% | -13.4% | +3.2% | -2.1% |
| 3M | -12.7% | -13.5% | +0.7% | -4.8% |
| 6M | -32.5% | -10.6% | -21.9% | -27.3% |
| YTD | +28.6% | +30.1% | -1.5% | +10.3% |
| 1Y | +43.4% | +22.3% | +21.1% | +27.2% |
| 3Y | +3.3% | +130.3% | -127.0% | -45.6% |
| All | +3.3% | +135.5% | -132.2% | -45.6% |
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 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