+29.7%
OMC vs WCC
+228.2%
-198.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -4.2% | +6.8% | -11.0% | -5.6% |
| 30D | -7.5% | -3.0% | -4.5% | -7.1% |
| 3M | +4.6% | +0.2% | +4.4% | +3.6% |
| 6M | -4.8% | +33.2% | -38.0% | -12.9% |
| YTD | -1.0% | +45.8% | -46.8% | -12.2% |
| 1Y | +3.8% | +68.4% | -64.5% | -12.2% |
| 3Y | +10.2% | +131.1% | -120.9% | -19.4% |
| 5Y | +29.7% | +225.6% | -195.9% | -24.3% |
| All | +29.7% | +228.2% | -198.5% | -24.3% |
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