+3.2%
ITW vs OMC
+7.0%
-3.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.7% | -4.4% | +3.6% | -0.2% |
| 30D | -8.3% | -7.6% | -0.7% | -7.5% |
| 3M | +6.0% | +4.5% | +1.5% | +6.0% |
| 6M | 0.0% | -0.3% | +0.2% | +0.1% |
| YTD | +10.2% | -0.1% | +10.3% | +11.8% |
| 1Y | +3.2% | +4.6% | -1.4% | +3.1% |
| All | +3.2% | +7.0% | -3.8% | +3.1% |
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