+513.6%
EWT vs OMC
+34.2%
+479.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -1.1% | -4.4% | +3.2% | -0.1% |
| 30D | +4.5% | -7.6% | +12.1% | +6.3% |
| 3M | +8.3% | +4.5% | +3.7% | +6.2% |
| 6M | +54.2% | -0.3% | +54.5% | +53.1% |
| YTD | +74.6% | -0.1% | +74.7% | +72.1% |
| 1Y | +84.9% | +4.6% | +80.3% | +79.1% |
| 3Y | +197.5% | +10.5% | +187.1% | +179.2% |
| 5Y | +150.6% | +31.7% | +118.9% | +120.5% |
| All | +513.6% | +34.2% | +479.4% | +423.6% |
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