+47.6%
ON vs WCN
+16.1%
+31.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -0.8% |
| 7D | -5.8% | +6.7% | -12.5% | -3.3% |
| 30D | -17.1% | +24.3% | -41.4% | -10.0% |
| 3M | -11.8% | +16.1% | -27.9% | -6.8% |
| 6M | -30.2% | +19.9% | -50.1% | -25.0% |
| YTD | +31.6% | +10.1% | +21.5% | +41.9% |
| 1Y | +47.6% | +14.4% | +33.1% | +57.6% |
| All | +47.6% | +16.1% | +31.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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