+6,472.7%
OMC vs WST
+14,995.2%
-8,522.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +15.3% | +12.3% | +3.0% | +12.2% |
| 3M | +4.5% | +17.5% | -13.0% | +0.4% |
| 6M | +20.8% | +28.2% | -7.4% | +13.4% |
| YTD | +13.5% | +50.4% | -36.9% | +1.9% |
| 1Y | +25.2% | +49.3% | -24.0% | +12.5% |
| 3Y | +30.5% | +21.8% | +8.7% | +15.0% |
| 5Y | +52.7% | +0.3% | +52.4% | +37.8% |
| 10Y | +55.2% | +451.2% | -395.9% | -18.6% |
| All | +6,472.7% | +14,995.2% | -8,522.5% | +1,401.0% |
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