+97.3%
OMC vs NWSA
+123.2%
-25.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -5.8% | -2.6% | -3.1% | -4.5% |
| 30D | -4.8% | +4.6% | -9.4% | -6.8% |
| 3M | +9.2% | +10.2% | -1.0% | +4.2% |
| 6M | -2.5% | +21.6% | -24.1% | -11.3% |
| YTD | +2.6% | +14.6% | -12.1% | -4.0% |
| 1Y | +5.9% | +0.4% | +5.6% | +5.3% |
| 3Y | +14.2% | +45.0% | -30.8% | -5.1% |
| 5Y | +33.2% | +41.3% | -8.0% | +9.6% |
| 10Y | +33.4% | +142.8% | -109.4% | -19.3% |
| All | +97.3% | +123.2% | -25.9% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling