+29.7%
OMC vs WWD
+191.3%
-161.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.2% | +0.6% | -4.9% | -4.4% |
| 30D | -7.5% | -5.1% | -2.4% | -6.6% |
| 3M | +4.6% | -11.2% | +15.9% | +6.9% |
| 6M | -4.8% | -12.0% | +7.2% | -3.0% |
| YTD | -1.0% | +12.0% | -13.0% | -5.9% |
| 1Y | +3.8% | +42.8% | -39.0% | -9.2% |
| 3Y | +10.2% | +168.9% | -158.7% | -26.5% |
| 5Y | +29.7% | +192.2% | -162.5% | -18.3% |
| All | +29.7% | +191.3% | -161.6% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling