+33.2%
OMC vs CDW
-22.8%
+56.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.1% |
| 7D | -5.8% | -3.9% | -1.9% | -4.6% |
| 30D | -4.8% | +6.9% | -11.7% | -7.1% |
| 3M | +9.2% | +7.7% | +1.5% | +5.6% |
| 6M | -2.5% | +18.3% | -20.8% | -10.5% |
| YTD | +2.6% | +7.8% | -5.2% | -2.7% |
| 1Y | +5.9% | -12.2% | +18.1% | +8.3% |
| 3Y | +14.2% | -28.9% | +43.1% | +22.7% |
| 5Y | +33.2% | -22.8% | +56.0% | +33.5% |
| All | +33.2% | -22.8% | +56.0% | +33.5% |
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