+207.7%
OMC vs WU
-19.6%
+227.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -6.4% | -0.8% | -5.6% | -6.2% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | +10.4% | -3.9% | +14.3% | +10.6% |
| 6M | -1.7% | -20.7% | +19.0% | +6.3% |
| YTD | +4.4% | -18.4% | +22.8% | +11.3% |
| 1Y | +8.4% | -8.1% | +16.5% | +8.9% |
| 3Y | +14.4% | -24.2% | +38.6% | +22.0% |
| 5Y | +33.9% | -50.4% | +84.3% | +67.8% |
| 10Y | +34.9% | -40.0% | +74.9% | +52.5% |
| All | +207.7% | -19.6% | +227.3% | +173.4% |
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 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