-27.4%
ON vs WEC
+42.2%
-69.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.3% |
| 7D | -2.2% | +0.8% | -3.0% | -2.0% |
| 30D | -12.4% | +0.3% | -12.8% | -12.4% |
| 3M | -41.2% | -2.9% | -38.3% | -41.6% |
| 6M | +25.0% | -5.9% | +30.9% | +23.8% |
| YTD | +31.3% | +4.1% | +27.1% | +31.2% |
| 1Y | +45.4% | +3.1% | +42.3% | +45.0% |
| 3Y | -27.4% | +40.8% | -68.2% | -28.9% |
| All | -27.4% | +42.2% | -69.6% | -28.9% |
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