+58.8%
WEC vs ONTO
+449.2%
-390.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.0% | -10.9% | +1.0% |
| 7D | +0.2% | +1.4% | -1.2% | +0.2% |
| 30D | +12.9% | -34.1% | +47.0% | +13.6% |
| 3M | +9.8% | -37.1% | +46.9% | +10.4% |
| 6M | +6.7% | -31.8% | +38.6% | +6.9% |
| YTD | +14.0% | +22.9% | -9.0% | +12.4% |
| 1Y | +7.3% | +39.5% | -32.2% | +5.5% |
| 3Y | +63.8% | +57.7% | +6.1% | +54.8% |
| 5Y | +54.8% | +115.8% | -61.1% | +38.9% |
| All | +58.8% | +449.2% | -390.5% | +9.0% |
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