+46.0%
WM vs OMC
+15.0%
+31.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -0.3% | -6.4% | +6.1% | +0.4% |
| 30D | -2.4% | +1.1% | -3.5% | -2.5% |
| 3M | +0.4% | +10.4% | -10.0% | -0.6% |
| 6M | -9.5% | -1.7% | -7.8% | -9.5% |
| YTD | +0.5% | +4.4% | -3.9% | -0.1% |
| 1Y | -1.1% | +8.4% | -9.5% | -2.2% |
| All | +46.0% | +15.0% | +31.0% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling