+5,947.5%
OMC vs BBWI
+1,034.6%
+4,912.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.1% |
| 7D | -6.4% | +1.5% | -7.9% | -6.7% |
| 30D | +1.1% | -5.2% | +6.3% | +1.9% |
| 3M | +10.4% | +11.1% | -0.7% | +7.2% |
| 6M | -1.7% | -13.4% | +11.7% | -0.4% |
| YTD | +4.4% | +0.1% | +4.3% | +2.3% |
| 1Y | +8.4% | -36.1% | +44.6% | +15.1% |
| 3Y | +14.4% | -44.1% | +58.5% | +19.9% |
| 5Y | +33.9% | -66.2% | +100.1% | +50.4% |
| 10Y | +34.9% | -54.8% | +89.6% | +21.2% |
| All | +5,947.5% | +1,034.6% | +4,912.9% | +2,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling