+190.0%
ON vs WEC
+2,472.8%
-2,282.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | -10.2% | +12.8% | -23.0% | -14.3% |
| 3M | -12.7% | +11.2% | -24.0% | -16.4% |
| 6M | -32.5% | +6.6% | -39.2% | -34.8% |
| YTD | +28.6% | +13.8% | +14.7% | +21.0% |
| 1Y | +43.4% | +7.6% | +35.8% | +37.8% |
| 3Y | +3.3% | +62.2% | -58.9% | -17.8% |
| 5Y | +22.5% | +52.0% | -29.5% | -1.5% |
| 10Y | +535.7% | +189.4% | +346.3% | +224.9% |
| All | +190.0% | +2,472.8% | -2,282.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling