+31.7%
WEC vs ONTO
+258.3%
-226.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.1% |
| 7D | +0.8% | +9.7% | -8.8% | +1.0% |
| 30D | +0.3% | -8.8% | +9.2% | +0.2% |
| 3M | -2.9% | +4.5% | -7.4% | -2.7% |
| 6M | -5.9% | +56.4% | -62.3% | -5.0% |
| YTD | +4.1% | +78.1% | -73.9% | +5.4% |
| 1Y | +3.1% | +171.3% | -168.1% | +5.2% |
| 3Y | +40.8% | +118.7% | -77.9% | +40.8% |
| 5Y | +31.7% | +269.4% | -237.7% | +28.1% |
| All | +31.7% | +258.3% | -226.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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