+11.4%
WBD vs OMC
+34.2%
-22.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -0.7% | -4.4% | +3.6% | +2.2% |
| 30D | +1.4% | -7.6% | +9.0% | +6.4% |
| 3M | +4.4% | +4.5% | -0.1% | -0.6% |
| 6M | +0.8% | -0.3% | +1.1% | -1.5% |
| YTD | -2.7% | -0.1% | -2.6% | -7.7% |
| 1Y | +73.4% | +4.6% | +68.8% | +56.6% |
| 3Y | +142.1% | +10.5% | +131.7% | +108.1% |
| 5Y | +7.2% | +31.7% | -24.5% | -20.5% |
| All | +11.4% | +34.2% | -22.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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