+190.0%
ON vs WCC
+3,093.6%
-2,903.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | -9.9% | +5.8% | +1.0% |
| 30D | -10.2% | -13.4% | +3.2% | -3.7% |
| 3M | -12.7% | -13.5% | +0.7% | -6.3% |
| 6M | -32.5% | -10.6% | -21.9% | -28.1% |
| YTD | +28.6% | +30.1% | -1.5% | +13.5% |
| 1Y | +43.4% | +22.3% | +21.1% | +30.3% |
| 3Y | +3.3% | +130.3% | -127.0% | -33.5% |
| 5Y | +22.5% | +144.5% | -122.0% | -25.5% |
| 10Y | +535.7% | +431.8% | +103.9% | +146.1% |
| All | +190.0% | +3,093.6% | -2,903.6% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling