+262.0%
OMC vs WPM
+5,967.5%
-5,705.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -6.4% | +1.1% | -7.5% | -6.5% |
| 30D | +1.1% | +26.4% | -25.2% | -1.3% |
| 3M | +10.4% | +20.8% | -10.4% | +8.0% |
| 6M | -1.7% | +1.1% | -2.8% | -2.4% |
| YTD | +4.4% | +32.5% | -28.0% | +0.6% |
| 1Y | +8.4% | +51.5% | -43.1% | +2.7% |
| 3Y | +14.4% | +267.0% | -252.6% | -1.9% |
| 5Y | +33.9% | +250.1% | -216.3% | +14.2% |
| 10Y | +34.9% | +540.4% | -505.5% | +4.1% |
| All | +262.0% | +5,967.5% | -5,705.5% | +76.5% |
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