+29.7%
OMC vs WAT
-4.9%
+34.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | -7.5% | -1.7% | -5.8% | -7.1% |
| 3M | +4.6% | +9.1% | -4.4% | +2.2% |
| 6M | -4.8% | +32.4% | -37.3% | -12.3% |
| YTD | -1.0% | +6.6% | -7.6% | -3.8% |
| 1Y | +3.8% | +34.7% | -30.9% | -6.1% |
| 3Y | +10.2% | +53.6% | -43.4% | -6.0% |
| 5Y | +29.7% | -4.1% | +33.8% | +22.1% |
| All | +29.7% | -4.9% | +34.6% | +22.1% |
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