+54.8%
ON vs WEC
+1.8%
+53.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.3% |
| 30D | -3.3% | -1.3% | -2.0% | -3.7% |
| 3M | -43.6% | -3.9% | -39.6% | -45.2% |
| 6M | +19.0% | -8.3% | +27.3% | +14.2% |
| YTD | +37.4% | +3.1% | +34.3% | +39.2% |
| 1Y | +54.8% | +1.9% | +52.8% | +55.7% |
| All | +54.8% | +1.8% | +53.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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