+558.1%
OMC vs WCN
+6,839.3%
-6,281.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | +1.1% | +0.4% | +0.7% | +1.0% |
| 3M | +10.4% | +7.3% | +3.1% | +8.4% |
| 6M | -1.7% | -2.5% | +0.8% | -1.3% |
| YTD | +4.4% | -5.4% | +9.8% | +5.7% |
| 1Y | +8.4% | -8.5% | +16.9% | +10.6% |
| 3Y | +14.4% | +20.8% | -6.4% | +8.3% |
| 5Y | +33.9% | +30.0% | +3.8% | +23.8% |
| 10Y | +34.9% | +238.4% | -203.6% | -0.1% |
| All | +558.1% | +6,839.3% | -6,281.2% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling