+29.7%
OMC vs WU
-51.4%
+81.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -4.2% | -4.9% | +0.7% | -2.6% |
| 30D | -7.5% | -1.3% | -6.2% | -7.2% |
| 3M | +4.6% | -3.6% | +8.2% | +4.7% |
| 6M | -4.8% | -24.3% | +19.5% | +3.2% |
| YTD | -1.0% | -21.1% | +20.1% | +5.5% |
| 1Y | +3.8% | -10.3% | +14.2% | +5.0% |
| 3Y | +10.2% | -28.4% | +38.6% | +18.5% |
| 5Y | +29.7% | -51.2% | +80.9% | +62.4% |
| All | +29.7% | -51.4% | +81.1% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling