+289.4%
OMC vs WPM
+5,046.3%
-4,756.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.9% | -3.6% | +5.4% | +2.2% |
| 30D | +12.2% | +1.4% | +10.8% | +11.9% |
| 3M | +0.6% | -0.2% | +0.8% | +0.2% |
| 6M | +21.0% | -7.3% | +28.3% | +21.1% |
| YTD | +12.4% | +12.3% | 0.0% | +9.7% |
| 1Y | +25.4% | +24.9% | +0.5% | +21.0% |
| 3Y | +29.2% | +210.4% | -181.2% | +12.5% |
| 5Y | +52.6% | +210.4% | -157.8% | +31.5% |
| 10Y | +53.6% | +731.7% | -678.0% | +15.0% |
| All | +289.4% | +5,046.3% | -4,756.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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