+55.5%
OMC vs ACWI
+226.8%
-171.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.2% |
| 7D | +5.4% | +0.3% | +5.0% | +5.0% |
| 30D | +15.7% | -2.8% | +18.5% | +18.4% |
| 3M | +4.9% | -3.2% | +8.0% | +7.5% |
| 6M | +17.3% | +1.3% | +16.0% | +15.1% |
| YTD | +13.0% | +11.2% | +1.8% | +1.6% |
| 1Y | +24.1% | +13.8% | +10.3% | +9.1% |
| 3Y | +31.2% | +76.2% | -45.0% | -23.4% |
| 5Y | +53.4% | +59.5% | -6.1% | -2.1% |
| 10Y | +55.5% | +222.2% | -166.7% | -46.6% |
| All | +55.5% | +226.8% | -171.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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