+591.8%
ON vs WEC
+141.2%
+450.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -11.0% | +0.9% | -11.9% | -11.1% |
| 3M | -39.3% | -5.3% | -34.0% | -39.2% |
| 6M | +19.8% | -6.6% | +26.4% | +20.3% |
| YTD | +31.1% | +3.3% | +27.8% | +30.2% |
| 1Y | +46.0% | +2.1% | +43.9% | +45.0% |
| 3Y | -27.5% | +39.6% | -67.1% | -31.3% |
| 5Y | +56.9% | +31.2% | +25.7% | +49.6% |
| 10Y | +591.8% | +148.4% | +443.4% | +541.9% |
| All | +591.8% | +141.2% | +450.6% | +541.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling