+1,946.0%
OMC vs WAT
+12,225.3%
-10,279.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.9% |
| 7D | -0.3% | +2.0% | -2.3% | -0.8% |
| 30D | +10.6% | +7.7% | +2.9% | +8.6% |
| 3M | +2.6% | +11.1% | -8.5% | -0.2% |
| 6M | +16.6% | +31.2% | -14.6% | +8.6% |
| YTD | +10.9% | +21.7% | -10.8% | +4.3% |
| 1Y | +22.1% | +19.3% | +2.8% | +15.3% |
| 3Y | +27.5% | +80.6% | -53.1% | +6.7% |
| 5Y | +50.6% | +29.5% | +21.1% | +34.4% |
| 10Y | +51.7% | +225.3% | -173.6% | +7.4% |
| All | +1,946.0% | +12,225.3% | -10,279.4% | +676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling