+29.7%
OMC vs WAB
+224.0%
-194.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.9% |
| 7D | -4.2% | +0.2% | -4.5% | -4.3% |
| 30D | -7.5% | -4.6% | -2.9% | -5.6% |
| 3M | +4.6% | +5.6% | -1.0% | +1.4% |
| 6M | -4.8% | +13.8% | -18.6% | -11.7% |
| YTD | -1.0% | +31.9% | -32.9% | -15.0% |
| 1Y | +3.8% | +48.3% | -44.4% | -16.6% |
| 3Y | +10.2% | +167.1% | -156.9% | -37.6% |
| 5Y | +29.7% | +222.9% | -193.2% | -36.7% |
| All | +29.7% | +224.0% | -194.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling