+11.1%
OMC vs WY
-25.0%
+36.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +2.4% |
| 7D | -6.2% | -3.7% | -2.6% | -5.0% |
| 30D | -7.6% | -11.3% | +3.7% | -3.5% |
| 3M | +7.4% | -8.1% | +15.5% | +10.5% |
| 6M | +0.1% | -7.4% | +7.6% | +2.4% |
| YTD | +0.4% | -4.7% | +5.1% | +0.1% |
| 1Y | +7.8% | -9.2% | +17.0% | +9.7% |
| All | +11.1% | -25.0% | +36.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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