+117.4%
OMC vs CDW
+1,039.4%
-921.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | +1.6% | +2.6% | -1.0% | +0.5% |
| 30D | +15.3% | +20.4% | -5.1% | +7.4% |
| 3M | +4.5% | +28.5% | -24.0% | -5.6% |
| 6M | +20.8% | +70.6% | -49.8% | -3.2% |
| YTD | +13.5% | +29.1% | -15.6% | -0.6% |
| 1Y | +25.2% | +23.8% | +1.5% | +11.4% |
| 3Y | +30.5% | -14.5% | +44.9% | +30.4% |
| 5Y | +52.7% | -1.6% | +54.2% | +41.4% |
| 10Y | +55.2% | +322.0% | -266.8% | -11.8% |
| All | +117.4% | +1,039.4% | -921.9% | +6.9% |
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