+5,838.5%
OMC vs WY
+676.8%
+5,161.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -5.8% | -2.1% | -3.7% | -5.1% |
| 30D | -4.8% | -10.5% | +5.7% | -1.2% |
| 3M | +9.2% | -4.9% | +14.1% | +10.8% |
| 6M | -2.5% | -4.9% | +2.4% | -1.3% |
| YTD | +2.6% | -1.7% | +4.2% | +2.0% |
| 1Y | +5.9% | -9.4% | +15.3% | +8.3% |
| 3Y | +14.2% | -22.3% | +36.5% | +21.9% |
| 5Y | +33.2% | -20.5% | +53.8% | +40.1% |
| 10Y | +33.4% | +4.9% | +28.5% | +20.4% |
| All | +5,838.5% | +676.8% | +5,161.7% | +2,833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling