+30.5%
OMC vs WING
-19.8%
+50.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +15.3% | +32.3% | -17.0% | +13.8% |
| 3M | +4.5% | +50.2% | -45.7% | +2.4% |
| 6M | +20.8% | +31.7% | -10.9% | +18.8% |
| YTD | +13.5% | -29.6% | +43.1% | +14.7% |
| 1Y | +25.2% | -29.7% | +55.0% | +26.4% |
| All | +30.5% | -19.8% | +50.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling