+209.9%
ON vs WCN
+7,610.3%
-7,400.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +2.4% | -0.6% | +3.1% | +2.7% |
| 30D | -3.3% | +0.4% | -3.7% | -3.6% |
| 3M | -43.6% | +7.3% | -50.9% | -46.1% |
| 6M | +19.0% | -2.5% | +21.5% | +18.0% |
| YTD | +37.4% | -5.4% | +42.7% | +37.6% |
| 1Y | +54.8% | -8.5% | +63.2% | +56.9% |
| 3Y | -25.2% | +20.8% | -46.0% | -34.5% |
| 5Y | +62.7% | +30.0% | +32.7% | +37.9% |
| 10Y | +574.3% | +238.4% | +335.9% | +277.6% |
| All | +209.9% | +7,610.3% | -7,400.4% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling