+53.5%
OMC vs CDW
-2.4%
+55.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | +6.8% | +13.1% | -6.3% | +2.6% |
| 30D | +16.2% | +19.1% | -3.0% | +9.5% |
| 3M | +6.0% | +24.7% | -18.7% | -2.0% |
| 6M | +17.7% | +63.4% | -45.6% | -2.1% |
| YTD | +13.5% | +26.3% | -12.9% | +1.7% |
| 1Y | +27.2% | +20.6% | +6.6% | +16.0% |
| 3Y | +30.4% | -16.3% | +46.7% | +32.2% |
| 5Y | +53.5% | -3.9% | +57.4% | +36.5% |
| All | +53.5% | -2.4% | +55.9% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling