+57.9%
EWT vs OMC
-5.3%
+63.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.2% |
| 7D | +2.1% | -4.2% | +6.4% | +2.1% |
| 30D | +9.4% | -7.5% | +16.9% | +9.3% |
| 3M | +10.9% | +4.6% | +6.2% | +9.3% |
| 6M | +57.9% | -4.8% | +62.8% | +66.6% |
| All | +57.9% | -5.3% | +63.3% | +66.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling