-4.4%
ON vs WEC
+53.8%
-58.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | 0.0% |
| 7D | -11.7% | -0.2% | -11.5% | -11.7% |
| 30D | -23.3% | +12.3% | -35.6% | -21.1% |
| 3M | -19.2% | +8.3% | -27.4% | -17.6% |
| 6M | -40.1% | +3.5% | -43.6% | -39.6% |
| YTD | +16.9% | +12.7% | +4.2% | +19.7% |
| 1Y | +29.7% | +8.2% | +21.6% | +31.9% |
| 3Y | -4.4% | +55.9% | -60.3% | -0.9% |
| All | -4.4% | +53.8% | -58.2% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling