+31.1%
OMC vs WCN
+235.9%
-204.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -4.4% | -3.1% | -1.3% | -2.9% |
| 30D | -7.6% | -3.4% | -4.2% | -6.0% |
| 3M | +4.5% | +3.0% | +1.6% | +3.0% |
| 6M | -0.3% | -3.8% | +3.5% | +1.0% |
| YTD | -0.1% | -8.3% | +8.2% | +3.6% |
| 1Y | +4.6% | -9.7% | +14.4% | +9.2% |
| 3Y | +10.5% | +17.2% | -6.7% | -0.4% |
| 5Y | +31.7% | +25.3% | +6.4% | +12.3% |
| All | +31.1% | +235.9% | -204.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling