+57.0%
OMC vs CDW
+329.6%
-272.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.7% |
| 7D | +6.8% | +13.1% | -6.3% | +1.8% |
| 30D | +16.2% | +19.1% | -3.0% | +8.4% |
| 3M | +6.0% | +24.7% | -18.7% | -3.5% |
| 6M | +17.7% | +63.4% | -45.6% | -5.0% |
| YTD | +13.5% | +26.3% | -12.9% | -0.4% |
| 1Y | +27.2% | +20.6% | +6.6% | +13.7% |
| 3Y | +30.4% | -16.3% | +46.7% | +31.5% |
| 5Y | +53.5% | -3.9% | +57.4% | +42.5% |
| 10Y | +57.0% | +331.5% | -274.5% | -4.1% |
| All | +57.0% | +329.6% | -272.6% | -4.1% |
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