+31.8%
OMC vs CDW
+271.4%
-239.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -6.2% | -7.4% | +1.1% | -3.5% |
| 30D | -7.6% | +5.8% | -13.4% | -9.8% |
| 3M | +7.4% | +10.8% | -3.4% | +2.1% |
| 6M | +0.1% | +21.5% | -21.3% | -10.3% |
| YTD | +0.4% | +6.4% | -5.9% | -5.2% |
| 1Y | +7.8% | -14.8% | +22.6% | +10.8% |
| 3Y | +11.8% | -29.9% | +41.7% | +21.4% |
| 5Y | +32.5% | -22.9% | +55.3% | +34.7% |
| All | +31.8% | +271.4% | -239.6% | -17.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling