+30.4%
OMC vs CDW
-15.4%
+45.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.3% |
| 7D | +6.8% | +13.1% | -6.3% | +3.4% |
| 30D | +16.2% | +19.1% | -3.0% | +10.9% |
| 3M | +6.0% | +24.7% | -18.7% | -0.3% |
| 6M | +17.7% | +63.4% | -45.6% | +1.9% |
| YTD | +13.5% | +26.3% | -12.9% | +4.4% |
| 1Y | +27.2% | +20.6% | +6.6% | +18.6% |
| 3Y | +30.4% | -16.3% | +46.7% | +24.0% |
| All | +30.4% | -15.4% | +45.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling