+58.5%
ON vs WEC
+34.9%
+23.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.5% |
| 7D | -2.2% | +0.8% | -3.0% | -2.2% |
| 30D | -12.4% | +0.3% | -12.8% | -12.4% |
| 3M | -41.2% | -2.9% | -38.3% | -41.3% |
| 6M | +25.0% | -5.9% | +30.9% | +25.1% |
| YTD | +31.3% | +4.1% | +27.1% | +30.1% |
| 1Y | +45.4% | +3.1% | +42.3% | +44.0% |
| 3Y | -27.4% | +40.8% | -68.2% | -32.2% |
| 5Y | +58.5% | +31.7% | +26.8% | +39.9% |
| All | +58.5% | +34.9% | +23.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling