+26,336.4%
WM vs OMC
+6,006.3%
+20,330.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | -0.3% | -6.4% | +6.1% | +1.3% |
| 30D | -2.4% | +1.1% | -3.5% | -2.7% |
| 3M | +0.4% | +10.4% | -10.0% | -2.3% |
| 6M | -9.5% | -1.7% | -7.8% | -9.6% |
| YTD | +0.5% | +4.4% | -3.9% | -1.8% |
| 1Y | -1.1% | +8.4% | -9.5% | -4.6% |
| 3Y | +46.0% | +14.4% | +31.6% | +36.4% |
| 5Y | +51.8% | +33.9% | +17.9% | +33.2% |
| 10Y | +307.5% | +34.9% | +272.7% | +243.3% |
| All | +26,336.4% | +6,006.3% | +20,330.1% | +16,562.1% |
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