+29.7%
OMC vs BWA
+89.5%
-59.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | -4.2% | +0.1% | -4.4% | -4.3% |
| 30D | -7.5% | -5.6% | -1.9% | -6.4% |
| 3M | +4.6% | -10.7% | +15.3% | +7.2% |
| 6M | -4.8% | +23.2% | -28.0% | -11.9% |
| YTD | -1.0% | +46.0% | -47.0% | -16.0% |
| 1Y | +3.8% | +51.2% | -47.3% | -13.3% |
| 3Y | +10.2% | +69.6% | -59.4% | -14.6% |
| 5Y | +29.7% | +86.6% | -56.9% | -8.2% |
| All | +29.7% | +89.5% | -59.8% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling