+311.6%
OMC vs WCC
+1,713.7%
-1,402.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.4% |
| 7D | -6.4% | +4.5% | -10.9% | -7.4% |
| 30D | +1.1% | -5.8% | +6.9% | +2.2% |
| 3M | +10.4% | -3.7% | +14.1% | +10.1% |
| 6M | -1.7% | +23.1% | -24.8% | -8.3% |
| YTD | +4.4% | +44.2% | -39.7% | -6.6% |
| 1Y | +8.4% | +62.1% | -53.7% | -6.4% |
| 3Y | +14.4% | +121.1% | -106.7% | -11.9% |
| 5Y | +33.9% | +214.0% | -180.1% | -8.2% |
| 10Y | +34.9% | +472.8% | -437.9% | -26.2% |
| All | +311.6% | +1,713.7% | -1,402.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling