+428.1%
WMT vs OMC
+34.2%
+393.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | -4.4% | +4.4% | +0.7% |
| 30D | -7.4% | -7.6% | +0.2% | -6.3% |
| 3M | -10.9% | +4.5% | -15.4% | -11.6% |
| 6M | -12.7% | -0.3% | -12.4% | -12.9% |
| YTD | -3.2% | -0.1% | -3.1% | -3.9% |
| 1Y | +5.3% | +4.6% | +0.6% | +3.5% |
| 3Y | +101.9% | +10.5% | +91.4% | +94.1% |
| 5Y | +134.6% | +31.7% | +102.8% | +114.7% |
| All | +428.1% | +34.2% | +393.8% | +369.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling