+29.9%
OMC vs CDW
+270.8%
-240.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | -4.2% | -4.2% | 0.0% | -2.7% |
| 30D | -7.5% | +4.9% | -12.4% | -9.4% |
| 3M | +4.6% | +7.3% | -2.7% | +0.7% |
| 6M | -4.8% | +19.2% | -24.0% | -14.1% |
| YTD | -1.0% | +6.2% | -7.2% | -6.5% |
| 1Y | +3.8% | -14.0% | +17.9% | +6.3% |
| 3Y | +10.2% | -30.0% | +40.2% | +19.7% |
| 5Y | +29.7% | -23.6% | +53.3% | +32.4% |
| All | +29.9% | +270.8% | -240.9% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling