+7.8%
OMC vs WEC
+0.7%
+7.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.7% |
| 7D | -6.2% | -1.3% | -5.0% | -5.8% |
| 30D | -7.6% | -0.4% | -7.2% | -7.5% |
| 3M | +7.4% | -6.8% | +14.2% | +9.5% |
| 6M | +0.1% | -6.4% | +6.5% | +2.0% |
| YTD | +0.4% | +2.5% | -2.1% | -3.0% |
| 1Y | +7.8% | -0.4% | +8.2% | +6.5% |
| All | +7.8% | +0.7% | +7.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling