+23.9%
OMC vs CDW
+13.2%
+10.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.7% | -7.5% | +2.7% |
| 7D | +12.5% | +3.7% | +8.8% | +11.4% |
| 30D | +16.3% | +26.0% | -9.7% | +11.1% |
| 3M | +8.1% | +10.1% | -2.0% | +5.6% |
| 6M | +17.2% | +26.1% | -8.9% | +10.8% |
| YTD | +11.8% | +25.9% | -14.1% | +5.5% |
| 1Y | +23.9% | +21.5% | +2.4% | +18.4% |
| All | +23.9% | +13.2% | +10.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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