+75.9%
OMC vs WING
+637.7%
-561.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.8% |
| 7D | -0.3% | -3.9% | +3.6% | +0.1% |
| 30D | +10.6% | +26.6% | -16.0% | +7.8% |
| 3M | +2.6% | +42.5% | -39.9% | -1.6% |
| 6M | +16.6% | +29.4% | -12.8% | +12.3% |
| YTD | +10.9% | -32.8% | +43.7% | +13.6% |
| 1Y | +22.1% | -33.5% | +55.5% | +25.0% |
| 3Y | +27.5% | -23.4% | +50.8% | +23.8% |
| 5Y | +50.6% | -0.4% | +51.1% | +35.8% |
| 10Y | +51.7% | +647.8% | -596.2% | -2.0% |
| All | +75.9% | +637.7% | -561.8% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling