+6,287.0%
OMC vs WST
+14,518.0%
-8,231.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +6.3% | -3.1% | +9.4% | +7.1% |
| 30D | +15.4% | +9.1% | +6.3% | +13.0% |
| 3M | +5.8% | +14.7% | -8.9% | +2.2% |
| 6M | +14.7% | +28.0% | -13.3% | +7.7% |
| YTD | +10.3% | +45.6% | -35.3% | -0.2% |
| 1Y | +23.2% | +45.7% | -22.4% | +11.4% |
| 3Y | +24.6% | +21.1% | +3.5% | +9.9% |
| 5Y | +50.1% | +0.3% | +49.8% | +35.3% |
| 10Y | +54.3% | +449.0% | -394.8% | -19.2% |
| All | +6,287.0% | +14,518.0% | -8,231.0% | +1,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling