+2,092.4%
OMC vs WAB
+4,092.2%
-1,999.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -6.4% | -3.2% | -3.2% | -5.5% |
| 30D | +1.1% | -4.4% | +5.6% | +2.4% |
| 3M | +10.4% | +7.9% | +2.6% | +7.6% |
| 6M | -1.7% | +8.7% | -10.4% | -4.9% |
| YTD | +4.4% | +33.0% | -28.5% | -4.9% |
| 1Y | +8.4% | +46.7% | -38.2% | -4.3% |
| 3Y | +14.4% | +153.0% | -138.6% | -14.5% |
| 5Y | +33.9% | +222.3% | -188.4% | -6.9% |
| 10Y | +34.9% | +291.0% | -256.1% | -15.3% |
| All | +2,092.4% | +4,092.2% | -1,999.8% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling