+209.9%
ON vs WEC
+2,229.4%
-2,019.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -3.3% | -1.3% | -2.0% | -2.9% |
| 3M | -43.6% | -3.9% | -39.6% | -43.1% |
| 6M | +19.0% | -8.3% | +27.3% | +21.9% |
| YTD | +37.4% | +3.1% | +34.3% | +34.5% |
| 1Y | +54.8% | +1.9% | +52.8% | +51.7% |
| 3Y | -25.2% | +41.9% | -67.1% | -37.1% |
| 5Y | +62.7% | +30.8% | +31.9% | +38.9% |
| 10Y | +574.3% | +141.9% | +432.4% | +275.3% |
| All | +209.9% | +2,229.4% | -2,019.5% | -50.9% |
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