+188.3%
ITW vs OMC
+34.2%
+154.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.7% | -4.4% | +3.6% | +1.1% |
| 30D | -8.3% | -7.6% | -0.7% | -5.5% |
| 3M | +6.0% | +4.5% | +1.5% | +3.5% |
| 6M | 0.0% | -0.3% | +0.2% | -0.8% |
| YTD | +10.2% | -0.1% | +10.3% | +7.7% |
| 1Y | +3.2% | +4.6% | -1.4% | -1.8% |
| 3Y | +21.0% | +10.5% | +10.5% | +9.5% |
| 5Y | +37.9% | +31.7% | +6.2% | +11.7% |
| All | +188.3% | +34.2% | +154.0% | +118.0% |
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