+31.1%
OMC vs WEC
+146.6%
-115.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -7.6% | -2.6% | -5.0% | -6.8% |
| 3M | +4.5% | -6.0% | +10.6% | +6.8% |
| 6M | -0.3% | -5.4% | +5.2% | +1.4% |
| YTD | -0.1% | +2.5% | -2.6% | -1.4% |
| 1Y | +4.6% | -0.7% | +5.4% | +4.6% |
| 3Y | +10.5% | +38.7% | -28.3% | -2.3% |
| 5Y | +31.7% | +31.7% | +0.1% | +16.7% |
| All | +31.1% | +146.6% | -115.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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