+9,052.6%
ITW vs OMC
+5,896.1%
+3,156.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.4% | -5.8% | +5.3% | +1.8% |
| 30D | -9.4% | -4.8% | -4.6% | -7.8% |
| 3M | +7.1% | +9.2% | -2.1% | +2.9% |
| 6M | -1.9% | -2.5% | +0.6% | -1.7% |
| YTD | +10.4% | +2.6% | +7.9% | +6.8% |
| 1Y | +3.3% | +5.9% | -2.6% | -1.9% |
| 3Y | +21.0% | +14.2% | +6.8% | +9.6% |
| 5Y | +36.3% | +33.2% | +3.1% | +13.9% |
| 10Y | +185.8% | +33.4% | +152.4% | +129.2% |
| All | +9,052.6% | +5,896.1% | +3,156.5% | +2,495.9% |
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