+97.9%
EWT vs OMC
+9.8%
+88.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | +4.0% | -6.4% | +10.4% | +4.0% |
| 30D | +10.3% | +1.1% | +9.2% | +10.3% |
| 3M | +6.1% | +10.4% | -4.3% | +5.7% |
| 6M | +56.6% | -1.7% | +58.3% | +56.2% |
| YTD | +76.6% | +4.4% | +72.1% | +76.1% |
| 1Y | +97.9% | +8.4% | +89.4% | +97.1% |
| All | +97.9% | +9.8% | +88.1% | +97.1% |
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