+31.1%
OMC vs WTW
+198.0%
-167.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -4.4% | -5.7% | +1.3% | -2.0% |
| 30D | -7.6% | -7.3% | -0.3% | -4.7% |
| 3M | +4.5% | +21.5% | -16.9% | -3.7% |
| 6M | -0.3% | +9.6% | -9.9% | -4.7% |
| YTD | -0.1% | -3.3% | +3.2% | -0.5% |
| 1Y | +4.6% | -6.1% | +10.8% | +5.6% |
| 3Y | +10.5% | +61.8% | -51.4% | -13.5% |
| 5Y | +31.7% | +42.7% | -11.0% | +7.7% |
| All | +31.1% | +198.0% | -167.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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