-23.3%
ONON vs WCC
+228.7%
-252.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -3.5% | +6.8% | -10.3% | -6.3% |
| 30D | -30.8% | -3.0% | -27.8% | -30.1% |
| 3M | -29.8% | +0.2% | -30.0% | -31.1% |
| 6M | -34.8% | +33.2% | -68.0% | -44.5% |
| YTD | -42.3% | +45.8% | -88.1% | -53.2% |
| 1Y | -39.5% | +68.4% | -107.9% | -54.7% |
| 3Y | -9.3% | +131.1% | -140.4% | -47.2% |
| All | -23.3% | +228.7% | -252.0% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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