+231.4%
OMC vs WTW
+1,094.8%
-863.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -2.2% |
| 7D | -4.2% | -7.1% | +2.9% | -1.5% |
| 30D | -7.5% | -8.5% | +1.0% | -4.4% |
| 3M | +4.6% | +20.6% | -15.9% | -2.5% |
| 6M | -4.8% | +7.2% | -12.0% | -7.8% |
| YTD | -1.0% | -3.9% | +2.8% | -1.1% |
| 1Y | +3.8% | -3.6% | +7.4% | +3.6% |
| 3Y | +10.2% | +60.7% | -50.5% | -10.2% |
| 5Y | +29.7% | +42.2% | -12.4% | +9.9% |
| 10Y | +32.3% | +195.5% | -163.2% | -16.0% |
| All | +231.4% | +1,094.8% | -863.4% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling