+5,947.5%
OMC vs WST
+12,330.1%
-6,382.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -6.4% | +0.7% | -7.2% | -6.6% |
| 30D | +1.1% | -3.1% | +4.3% | +1.8% |
| 3M | +10.4% | +7.2% | +3.2% | +8.3% |
| 6M | -1.7% | +36.8% | -38.5% | -9.5% |
| YTD | +4.4% | +23.8% | -19.4% | -1.7% |
| 1Y | +8.4% | +37.8% | -29.3% | -1.0% |
| 3Y | +14.4% | -15.9% | +30.3% | +10.7% |
| 5Y | +33.9% | -25.8% | +59.7% | +30.2% |
| 10Y | +34.9% | +319.6% | -284.7% | -24.3% |
| All | +5,947.5% | +12,330.1% | -6,382.6% | +1,347.7% |
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