+29,154.7%
WM vs OMC
+6,402.8%
+22,751.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.3% |
| 7D | +4.5% | +7.6% | -3.1% | +2.6% |
| 30D | +16.1% | +16.0% | +0.1% | +11.8% |
| 3M | +8.0% | +7.7% | +0.4% | +5.9% |
| 6M | +8.4% | +14.5% | -6.1% | +4.3% |
| YTD | +11.2% | +11.2% | 0.0% | +6.9% |
| 1Y | +22.3% | +23.6% | -1.3% | +14.2% |
| 3Y | +50.2% | +24.7% | +25.6% | +37.4% |
| 5Y | +63.3% | +51.3% | +11.9% | +38.9% |
| 10Y | +355.0% | +55.6% | +299.5% | +269.5% |
| All | +29,154.7% | +6,402.8% | +22,751.9% | +18,041.3% |
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