+590.1%
EWT vs OMC
+210.9%
+379.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +1.6% | -5.8% | +7.4% | +3.9% |
| 30D | +8.2% | -4.8% | +13.0% | +10.1% |
| 3M | +11.1% | +9.2% | +1.8% | +5.9% |
| 6M | +60.4% | -2.5% | +62.9% | +59.9% |
| YTD | +75.6% | +2.6% | +73.0% | +69.2% |
| 1Y | +91.3% | +5.9% | +85.4% | +80.5% |
| 3Y | +200.3% | +14.2% | +186.1% | +167.8% |
| 5Y | +156.4% | +33.2% | +123.1% | +107.9% |
| 10Y | +495.8% | +33.4% | +462.4% | +346.9% |
| All | +590.1% | +210.9% | +379.2% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling