+328.7%
WM vs OMC
+56.1%
+272.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.4% |
| 7D | -0.5% | +5.4% | -5.8% | -1.7% |
| 30D | +13.3% | +15.7% | -2.4% | +9.6% |
| 3M | +4.4% | +4.9% | -0.5% | +3.1% |
| 6M | +10.8% | +17.3% | -6.4% | +6.5% |
| YTD | +9.1% | +13.0% | -4.0% | +5.0% |
| 1Y | +19.1% | +24.1% | -4.9% | +11.9% |
| 3Y | +45.7% | +31.2% | +14.4% | +32.0% |
| 5Y | +60.4% | +53.4% | +7.1% | +34.8% |
| 10Y | +328.7% | +55.5% | +273.2% | +235.6% |
| All | +328.7% | +56.1% | +272.7% | +235.6% |
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 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