+6,406.1%
OMC vs WEC
+4,464.3%
+1,941.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +1.9% | +2.3% | -0.5% | +1.0% |
| 30D | +12.2% | +11.1% | +1.1% | +8.1% |
| 3M | +0.6% | +8.4% | -7.9% | -2.3% |
| 6M | +21.0% | +7.5% | +13.5% | +17.8% |
| YTD | +12.4% | +15.3% | -3.0% | +6.4% |
| 1Y | +25.4% | +9.7% | +15.7% | +20.8% |
| 3Y | +29.2% | +64.7% | -35.5% | +7.1% |
| 5Y | +52.6% | +57.3% | -4.7% | +26.5% |
| 10Y | +53.6% | +195.9% | -142.2% | -0.9% |
| All | +6,406.1% | +4,464.3% | +1,941.8% | +1,835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling