+17,845.4%
WDC vs OMC
+6,006.3%
+11,839.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +7.2% |
| 7D | +1.7% | -6.4% | +8.2% | +5.1% |
| 30D | -10.0% | +1.1% | -11.1% | -11.2% |
| 3M | -18.8% | +10.4% | -29.2% | -25.4% |
| 6M | +79.0% | -1.7% | +80.7% | +73.8% |
| YTD | +171.6% | +4.4% | +167.1% | +146.8% |
| 1Y | +417.4% | +8.4% | +408.9% | +352.8% |
| 3Y | +1,251.8% | +14.4% | +1,237.4% | +1,017.0% |
| 5Y | +911.7% | +33.9% | +877.8% | +653.1% |
| 10Y | +1,399.6% | +34.9% | +1,364.8% | +971.1% |
| All | +17,845.4% | +6,006.3% | +11,839.1% | +3,357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling