+6,406.1%
OMC vs BBWI
+1,144.0%
+5,262.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | +12.2% | +12.9% | -0.7% | +9.3% |
| 3M | +0.6% | +16.0% | -15.4% | -3.2% |
| 6M | +21.0% | +16.6% | +4.4% | +15.4% |
| YTD | +12.4% | +9.7% | +2.6% | +7.5% |
| 1Y | +25.4% | +1.5% | +23.9% | +20.4% |
| 3Y | +29.2% | -21.4% | +50.5% | +25.5% |
| 5Y | +52.6% | -67.6% | +120.2% | +72.6% |
| 10Y | +53.6% | -46.8% | +100.5% | +32.7% |
| All | +6,406.1% | +1,144.0% | +5,262.1% | +2,261.7% |
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