+31.8%
OMC vs WWD
+490.2%
-458.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +2.0% |
| 7D | -6.2% | -2.9% | -3.4% | -5.3% |
| 30D | -7.6% | -6.6% | -1.0% | -5.6% |
| 3M | +7.4% | -9.3% | +16.7% | +10.2% |
| 6M | +0.1% | -13.6% | +13.8% | +3.7% |
| YTD | +0.4% | +10.4% | -9.9% | -6.2% |
| 1Y | +7.8% | +39.9% | -32.1% | -9.2% |
| 3Y | +11.8% | +165.0% | -153.2% | -30.2% |
| 5Y | +32.5% | +183.8% | -151.3% | -21.8% |
| All | +31.8% | +490.2% | -458.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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