-21.7%
ONON vs WCN
+27.2%
-48.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.1% | -3.1% | +1.0% | -0.4% |
| 30D | -11.6% | -3.4% | -8.2% | -9.9% |
| 3M | -30.1% | +3.0% | -33.1% | -31.3% |
| 6M | -30.5% | -3.8% | -26.8% | -29.5% |
| YTD | -41.0% | -8.3% | -32.7% | -38.6% |
| 1Y | -36.7% | -9.7% | -27.0% | -33.6% |
| 3Y | -8.6% | +17.2% | -25.8% | -24.6% |
| All | -21.7% | +27.2% | -48.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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