+330.8%
WM vs OMC
+51.0%
+279.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +15.2% | +10.6% | +4.6% | +12.6% |
| 3M | +8.3% | +2.6% | +5.7% | +7.5% |
| 6M | +13.1% | +16.6% | -3.5% | +8.8% |
| YTD | +12.5% | +10.9% | +1.6% | +8.7% |
| 1Y | +21.8% | +22.1% | -0.3% | +14.7% |
| 3Y | +48.8% | +27.5% | +21.3% | +35.8% |
| 5Y | +62.1% | +50.6% | +11.5% | +36.8% |
| All | +330.8% | +51.0% | +279.8% | +239.1% |
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