+32.5%
OMC vs GWW
+219.8%
-187.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | -6.2% | -3.1% | -3.1% | -5.1% |
| 30D | -7.6% | -2.3% | -5.2% | -6.7% |
| 3M | +7.4% | -3.3% | +10.7% | +8.4% |
| 6M | +0.1% | +15.4% | -15.2% | -6.0% |
| YTD | +0.4% | +26.7% | -26.3% | -10.1% |
| 1Y | +7.8% | +29.0% | -21.2% | -4.3% |
| 3Y | +11.8% | +89.0% | -77.1% | -15.0% |
| 5Y | +32.5% | +221.8% | -189.3% | -18.3% |
| All | +32.5% | +219.8% | -187.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling