+4.6%
OMC vs GWW
+29.1%
-24.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | -4.4% | -3.4% | -1.0% | -4.0% |
| 30D | -7.6% | -1.9% | -5.7% | -7.4% |
| 3M | +4.5% | -2.4% | +6.9% | +4.9% |
| 6M | -0.3% | +15.7% | -16.0% | -2.5% |
| YTD | -0.1% | +27.6% | -27.7% | -7.2% |
| 1Y | +4.6% | +27.2% | -22.6% | -5.5% |
| All | +4.6% | +29.1% | -24.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling