+31.1%
OMC vs WAT
+170.9%
-139.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -7.6% | -1.9% | -5.7% | -7.1% |
| 3M | +4.5% | +13.5% | -9.0% | +0.2% |
| 6M | -0.3% | +37.2% | -37.5% | -10.9% |
| YTD | -0.1% | +7.5% | -7.6% | -4.0% |
| 1Y | +4.6% | +35.0% | -30.4% | -7.5% |
| 3Y | +10.5% | +55.1% | -44.6% | -10.2% |
| 5Y | +31.7% | -2.8% | +34.5% | +24.7% |
| All | +31.1% | +170.9% | -139.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling