+113.2%
WDC vs OMC
+24.5%
+88.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.2% | -12.0% | -4.1% |
| 7D | -18.3% | +12.5% | -30.8% | -13.1% |
| 30D | -26.7% | +16.3% | -43.0% | -20.7% |
| 3M | -40.9% | +8.1% | -49.0% | -38.0% |
| 6M | -26.8% | +17.2% | -43.9% | -20.3% |
| YTD | +88.2% | +11.8% | +76.4% | +112.3% |
| 1Y | +113.2% | +23.9% | +89.3% | +129.0% |
| All | +113.2% | +24.5% | +88.7% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling