+5,376.0%
WMB vs OMC
+6,006.3%
-630.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.4% |
| 7D | +0.6% | -6.4% | +7.0% | +3.7% |
| 30D | +3.3% | +1.1% | +2.1% | +2.3% |
| 3M | +3.1% | +10.4% | -7.3% | -3.4% |
| 6M | -0.7% | -1.7% | +1.0% | -2.0% |
| YTD | +25.2% | +4.4% | +20.7% | +17.2% |
| 1Y | +32.9% | +8.4% | +24.4% | +20.7% |
| 3Y | +140.6% | +14.4% | +126.2% | +104.0% |
| 5Y | +273.5% | +33.9% | +239.6% | +177.8% |
| 10Y | +334.2% | +34.9% | +299.4% | +203.0% |
| All | +5,376.0% | +6,006.3% | -630.2% | +1,085.3% |
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