+11,253.4%
WDC vs OMC
+6,469.3%
+4,784.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.7% |
| 7D | +12.1% | +1.9% | +10.2% | +11.0% |
| 30D | -18.8% | +12.2% | -31.0% | -24.3% |
| 3M | -39.3% | +0.6% | -39.9% | -40.6% |
| 6M | -40.1% | +21.0% | -61.1% | -48.5% |
| YTD | +71.8% | +12.4% | +59.4% | +48.4% |
| 1Y | +88.5% | +25.4% | +63.1% | +52.4% |
| 3Y | +770.0% | +29.2% | +740.8% | +566.5% |
| 5Y | +549.0% | +52.6% | +496.5% | +344.4% |
| 10Y | +650.3% | +53.6% | +596.7% | +393.2% |
| All | +11,253.4% | +6,469.3% | +4,784.1% | +1,979.7% |
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