+523.3%
ON vs WCN
+322.1%
+201.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +2.6% | +9.6% | +10.9% |
| 30D | -3.1% | +23.9% | -27.1% | -13.5% |
| 3M | -12.9% | +17.4% | -30.3% | -20.2% |
| 6M | -38.6% | +28.0% | -66.6% | -47.4% |
| YTD | +31.2% | +11.6% | +19.7% | +20.7% |
| 1Y | +47.6% | +16.9% | +30.8% | +31.7% |
| 3Y | +6.6% | +51.6% | -45.0% | -23.7% |
| 5Y | +21.3% | +48.0% | -26.7% | -13.1% |
| All | +523.3% | +322.1% | +201.3% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling