+52.4%
OMC vs WCC
+139.9%
-87.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +1.9% | +9.9% | -8.1% | 0.0% |
| 30D | +12.2% | -8.4% | +20.7% | +13.3% |
| 3M | +0.6% | -10.3% | +10.9% | +1.6% |
| 6M | +21.0% | -10.5% | +31.5% | +21.2% |
| YTD | +12.4% | +32.2% | -19.8% | +0.7% |
| 1Y | +25.4% | +25.5% | -0.1% | +13.8% |
| 3Y | +29.2% | +134.7% | -105.5% | -7.5% |
| All | +52.4% | +139.9% | -87.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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