+117.3%
OMC vs CDW
+1,014.9%
-897.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.6% |
| 7D | +6.8% | +13.1% | -6.3% | +2.0% |
| 30D | +16.2% | +19.1% | -3.0% | +8.6% |
| 3M | +6.0% | +24.7% | -18.7% | -3.1% |
| 6M | +17.7% | +63.4% | -45.6% | -4.1% |
| YTD | +13.5% | +26.3% | -12.9% | +0.1% |
| 1Y | +27.2% | +20.6% | +6.6% | +14.2% |
| 3Y | +30.4% | -16.3% | +46.7% | +31.3% |
| 5Y | +53.5% | -3.9% | +57.4% | +43.4% |
| 10Y | +57.0% | +331.5% | -274.5% | -11.3% |
| All | +117.3% | +1,014.9% | -897.6% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling