+32.5%
OMC vs NWSA
+39.0%
-6.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.9% |
| 7D | -6.2% | -4.8% | -1.5% | -3.7% |
| 30D | -7.6% | +3.0% | -10.5% | -9.0% |
| 3M | +7.4% | +9.3% | -1.9% | +2.1% |
| 6M | +0.1% | +23.2% | -23.0% | -10.9% |
| YTD | +0.4% | +13.3% | -12.9% | -6.4% |
| 1Y | +7.8% | +2.9% | +4.9% | +5.4% |
| 3Y | +11.8% | +43.3% | -31.5% | -8.8% |
| 5Y | +32.5% | +40.9% | -8.4% | +5.4% |
| All | +32.5% | +39.0% | -6.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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