+55.2%
EWT vs OMC
+24.5%
+30.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.9% |
| 7D | -10.9% | +12.5% | -23.4% | -10.4% |
| 30D | -17.7% | +16.3% | -34.0% | -17.2% |
| 3M | -5.0% | +8.1% | -13.1% | -4.5% |
| 6M | +7.4% | +17.2% | -9.8% | +7.5% |
| YTD | +52.8% | +11.8% | +41.0% | +53.1% |
| 1Y | +55.2% | +23.9% | +31.3% | +54.1% |
| All | +55.2% | +24.5% | +30.7% | +54.1% |
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 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