+65.7%
OMC vs WING
+405.9%
-340.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -6.4% | -3.9% | -2.6% | -6.1% |
| 30D | +1.1% | -11.6% | +12.7% | +2.2% |
| 3M | +10.4% | -24.2% | +34.6% | +13.1% |
| 6M | -1.7% | -54.1% | +52.4% | +6.0% |
| YTD | +4.4% | -53.9% | +58.3% | +11.7% |
| 1Y | +8.4% | -64.4% | +72.8% | +19.1% |
| 3Y | +14.4% | -30.2% | +44.6% | +11.4% |
| 5Y | +33.9% | -34.1% | +68.0% | +26.3% |
| 10Y | +34.9% | +342.1% | -307.3% | -7.2% |
| All | +65.7% | +405.9% | -340.2% | +9.2% |
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