+31.8%
OMC vs WU
-39.5%
+71.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | -6.2% | -5.0% | -1.3% | -4.2% |
| 30D | -7.6% | -2.3% | -5.3% | -6.8% |
| 3M | +7.4% | -3.2% | +10.6% | +7.1% |
| 6M | +0.1% | -25.0% | +25.2% | +11.4% |
| YTD | +0.4% | -21.7% | +22.1% | +9.2% |
| 1Y | +7.8% | -9.0% | +16.7% | +8.3% |
| 3Y | +11.8% | -28.9% | +40.7% | +22.9% |
| 5Y | +32.5% | -51.0% | +83.5% | +72.0% |
| All | +31.8% | -39.5% | +71.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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