+23.7%
WMB vs OMC
+24.5%
-0.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.2% | -11.6% | -5.5% |
| 7D | -8.6% | +12.5% | -21.2% | -6.8% |
| 30D | -4.2% | +16.3% | -20.5% | -1.8% |
| 3M | -4.4% | +8.1% | -12.5% | -2.9% |
| 6M | -8.7% | +17.2% | -25.8% | -5.9% |
| YTD | +15.4% | +11.8% | +3.6% | +17.7% |
| 1Y | +23.7% | +23.9% | -0.2% | +29.9% |
| All | +23.7% | +24.5% | -0.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling