+231.1%
OMC vs WU
-21.8%
+252.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.7% |
| 7D | +1.9% | -2.0% | +3.9% | +2.7% |
| 30D | +12.2% | +11.4% | +0.8% | +7.2% |
| 3M | +0.6% | -6.8% | +7.4% | +3.2% |
| 6M | +21.0% | -14.6% | +35.6% | +27.0% |
| YTD | +12.4% | -20.6% | +33.0% | +20.9% |
| 1Y | +25.4% | -15.4% | +40.8% | +31.1% |
| 3Y | +29.2% | -23.6% | +52.8% | +37.7% |
| 5Y | +52.6% | -43.4% | +96.0% | +80.2% |
| 10Y | +53.6% | -38.8% | +92.4% | +72.1% |
| All | +231.1% | -21.8% | +252.9% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling