+52.4%
OMC vs WAT
+28.6%
+23.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | +12.2% | +5.4% | +6.8% | +10.6% |
| 3M | +0.6% | +11.3% | -10.7% | -2.4% |
| 6M | +21.0% | +37.4% | -16.4% | +10.6% |
| YTD | +12.4% | +21.2% | -8.8% | +5.3% |
| 1Y | +25.4% | +21.3% | +4.1% | +17.4% |
| 3Y | +29.2% | +83.4% | -54.2% | +4.4% |
| All | +52.4% | +28.6% | +23.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling