+9.5%
OMC vs WAB
+164.8%
-155.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -4.2% | +0.2% | -4.5% | -4.3% |
| 30D | -7.5% | -4.6% | -2.9% | -6.1% |
| 3M | +4.6% | +5.6% | -1.0% | +2.3% |
| 6M | -4.8% | +13.8% | -18.6% | -10.2% |
| YTD | -1.0% | +31.9% | -32.9% | -12.5% |
| 1Y | +3.8% | +48.3% | -44.4% | -13.3% |
| All | +9.5% | +164.8% | -155.3% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling