+5,838.5%
OMC vs GWW
+14,103.4%
-8,264.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | -5.8% | -1.5% | -4.2% | -5.2% |
| 30D | -4.8% | +1.1% | -5.9% | -5.2% |
| 3M | +9.2% | -1.0% | +10.2% | +9.3% |
| 6M | -2.5% | +16.3% | -18.8% | -8.5% |
| YTD | +2.6% | +28.5% | -26.0% | -7.9% |
| 1Y | +5.9% | +30.3% | -24.3% | -5.3% |
| 3Y | +14.2% | +91.6% | -77.4% | -12.4% |
| 5Y | +33.2% | +224.0% | -190.7% | -17.5% |
| 10Y | +33.4% | +551.3% | -517.9% | -39.7% |
| All | +5,838.5% | +14,103.4% | -8,264.9% | +1,025.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling