+50.2%
OMC vs BWA
+94.2%
-44.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.9% | +4.3% | -2.4% | +0.5% |
| 30D | +12.2% | -13.0% | +25.2% | +16.9% |
| 3M | +0.6% | -24.8% | +25.4% | +9.3% |
| 6M | +21.0% | -23.5% | +44.5% | +29.2% |
| YTD | +12.4% | +13.8% | -1.5% | +0.5% |
| 1Y | +25.4% | +13.4% | +12.0% | +12.2% |
| 3Y | +29.2% | +62.8% | -33.6% | -2.4% |
| 5Y | +52.6% | +28.5% | +24.1% | +22.3% |
| All | +50.2% | +94.2% | -44.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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