+727.5%
IWF vs OMC
+267.2%
+460.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +0.5% | -6.4% | +6.9% | +3.1% |
| 30D | -0.4% | +1.1% | -1.5% | -1.1% |
| 3M | -2.6% | +10.4% | -13.0% | -7.4% |
| 6M | +9.1% | -1.7% | +10.9% | +8.5% |
| YTD | +4.5% | +4.4% | 0.0% | 0.0% |
| 1Y | +10.1% | +8.4% | +1.6% | +2.8% |
| 3Y | +77.6% | +14.4% | +63.2% | +58.3% |
| 5Y | +73.7% | +33.9% | +39.9% | +41.5% |
| 10Y | +411.5% | +34.9% | +376.7% | +287.0% |
| All | +727.5% | +267.2% | +460.4% | +248.5% |
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