+209.9%
ON vs WCC
+3,439.0%
-3,229.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | -0.9% |
| 7D | +2.4% | +4.5% | -2.0% | +0.2% |
| 30D | -3.3% | -5.8% | +2.5% | -0.5% |
| 3M | -43.6% | -3.7% | -39.9% | -42.2% |
| 6M | +19.0% | +23.1% | -4.1% | +8.2% |
| YTD | +37.4% | +44.2% | -6.8% | +15.3% |
| 1Y | +54.8% | +62.1% | -7.3% | +22.2% |
| 3Y | -25.2% | +121.1% | -146.3% | -51.2% |
| 5Y | +62.7% | +214.0% | -151.2% | -12.2% |
| 10Y | +574.3% | +472.8% | +101.6% | +149.7% |
| All | +209.9% | +3,439.0% | -3,229.1% | -56.0% |
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