+43.6%
WEC vs ONTO
+658.6%
-615.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | -0.3% | -1.0% | +0.8% | -0.2% |
| 30D | -1.3% | -2.9% | +1.6% | -1.3% |
| 3M | -3.9% | -2.5% | -1.5% | -4.2% |
| 6M | -8.3% | +28.2% | -36.5% | -9.3% |
| YTD | +3.1% | +69.8% | -66.7% | +1.2% |
| 1Y | +1.9% | +162.9% | -160.9% | -1.2% |
| 3Y | +41.9% | +95.9% | -54.0% | +34.5% |
| 5Y | +30.8% | +244.5% | -213.7% | +14.8% |
| All | +43.6% | +658.6% | -615.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling