+7.8%
WBD vs OMC
+31.0%
-23.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.2% |
| 7D | -0.6% | -6.2% | +5.6% | +3.3% |
| 30D | +4.2% | -7.6% | +11.7% | +8.8% |
| 3M | +7.5% | +7.4% | +0.1% | +0.9% |
| 6M | +1.6% | +0.1% | +1.4% | -0.7% |
| YTD | -2.2% | +0.4% | -2.6% | -6.7% |
| 1Y | +124.9% | +7.8% | +117.1% | +100.6% |
| 3Y | +149.1% | +11.8% | +137.3% | +109.4% |
| 5Y | +7.8% | +32.5% | -24.6% | -28.2% |
| All | +7.8% | +31.0% | -23.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling