+29.2%
OMC vs WWD
+148.2%
-119.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +1.9% | +4.0% | -2.1% | +1.6% |
| 30D | +12.2% | +0.4% | +11.8% | +12.0% |
| 3M | +0.6% | -7.9% | +8.5% | +1.0% |
| 6M | +21.0% | -10.6% | +31.6% | +21.7% |
| YTD | +12.4% | +9.4% | +3.0% | +10.4% |
| 1Y | +25.4% | +25.7% | -0.3% | +20.2% |
| 3Y | +29.2% | +148.5% | -119.4% | +8.6% |
| All | +29.2% | +148.2% | -119.0% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling