+3,174.5%
OMC vs BWA
+3,492.4%
-317.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.2% | -3.4% |
| 7D | -6.4% | +5.7% | -12.1% | -8.1% |
| 30D | +1.1% | +1.4% | -0.3% | +0.3% |
| 3M | +10.4% | -12.1% | +22.5% | +13.9% |
| 6M | -1.7% | +28.6% | -30.3% | -11.2% |
| YTD | +4.4% | +51.1% | -46.6% | -12.5% |
| 1Y | +8.4% | +55.9% | -47.4% | -10.4% |
| 3Y | +14.4% | +70.1% | -55.7% | -10.5% |
| 5Y | +33.9% | +90.7% | -56.8% | -1.1% |
| 10Y | +34.9% | +154.0% | -119.1% | -14.5% |
| All | +3,174.5% | +3,492.4% | -317.9% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling