+52.4%
OMC vs WAB
+214.2%
-161.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.7% |
| 7D | +1.9% | +5.1% | -3.2% | -0.3% |
| 30D | +12.2% | +4.0% | +8.2% | +10.0% |
| 3M | +0.6% | +0.1% | +0.5% | +0.1% |
| 6M | +21.0% | +12.8% | +8.2% | +13.4% |
| YTD | +12.4% | +40.1% | -27.7% | -6.3% |
| 1Y | +25.4% | +46.4% | -21.0% | +2.0% |
| 3Y | +29.2% | +167.4% | -138.2% | -26.4% |
| All | +52.4% | +214.2% | -161.8% | -24.3% |
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