-7.7%
ONON vs WEC
+56.3%
-64.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -10.0% | +2.3% | -12.3% | -10.1% |
| 30D | -5.3% | +11.1% | -16.3% | -5.9% |
| 3M | +6.5% | +8.4% | -2.0% | +5.9% |
| 6M | -5.0% | +7.5% | -12.5% | -5.4% |
| YTD | -27.6% | +15.3% | -43.0% | -28.4% |
| 1Y | -20.7% | +9.7% | -30.4% | -21.2% |
| 3Y | +26.6% | +64.7% | -38.1% | +15.4% |
| All | -7.7% | +56.3% | -64.0% | -13.2% |
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