+31.8%
OMC vs BBWI
-57.7%
+89.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.7% |
| 7D | -6.2% | -8.0% | +1.8% | -4.9% |
| 30D | -7.6% | -6.6% | -0.9% | -6.7% |
| 3M | +7.4% | -2.7% | +10.1% | +7.3% |
| 6M | +0.1% | -12.8% | +12.9% | +1.2% |
| YTD | +0.4% | -10.5% | +10.9% | +0.7% |
| 1Y | +7.8% | -35.3% | +43.1% | +13.1% |
| 3Y | +11.8% | -47.7% | +59.6% | +17.8% |
| 5Y | +32.5% | -68.9% | +101.3% | +47.2% |
| All | +31.8% | -57.7% | +89.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling