+28,683.0%
WM vs OMC
+6,533.5%
+22,149.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.2% | +6.8% | -5.7% | -0.5% |
| 30D | +13.7% | +16.2% | -2.5% | +9.5% |
| 3M | +5.2% | +6.0% | -0.8% | +3.5% |
| 6M | +11.2% | +17.7% | -6.5% | +6.2% |
| YTD | +9.4% | +13.5% | -4.0% | +4.6% |
| 1Y | +20.4% | +27.2% | -6.8% | +11.6% |
| 3Y | +44.7% | +30.4% | +14.3% | +30.8% |
| 5Y | +58.5% | +53.5% | +5.0% | +34.3% |
| 10Y | +326.4% | +57.0% | +269.4% | +245.4% |
| All | +28,683.0% | +6,533.5% | +22,149.6% | +17,659.1% |
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 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