+32.5%
OMC vs WCN
+25.5%
+7.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -6.2% | -4.4% | -1.8% | -4.6% |
| 30D | -7.6% | -4.4% | -3.1% | -6.0% |
| 3M | +7.4% | +0.5% | +6.9% | +7.2% |
| 6M | +0.1% | -3.3% | +3.4% | +1.1% |
| YTD | +0.4% | -8.5% | +8.9% | +3.5% |
| 1Y | +7.8% | -8.9% | +16.7% | +11.1% |
| 3Y | +11.8% | +18.0% | -6.2% | +4.3% |
| 5Y | +32.5% | +25.0% | +7.4% | +17.1% |
| All | +32.5% | +25.5% | +7.0% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling