+32.3%
OMC vs WST
+325.7%
-293.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | -4.2% | -1.7% | -2.6% | -4.0% |
| 30D | -7.5% | -4.3% | -3.2% | -6.9% |
| 3M | +4.6% | +0.7% | +3.9% | +4.4% |
| 6M | -4.8% | +36.0% | -40.9% | -9.9% |
| YTD | -1.0% | +22.7% | -23.8% | -4.9% |
| 1Y | +3.8% | +34.1% | -30.3% | -2.0% |
| 3Y | +10.2% | -13.6% | +23.8% | +7.7% |
| 5Y | +29.7% | -26.0% | +55.7% | +27.6% |
| 10Y | +32.3% | +335.8% | -303.5% | -22.8% |
| All | +32.3% | +325.7% | -293.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling