+25.4%
OMC vs IWD
+28.9%
-3.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +1.9% | +2.3% | -0.4% | -0.3% |
| 30D | +12.2% | +3.6% | +8.6% | +8.4% |
| 3M | +0.6% | +2.2% | -1.6% | -1.5% |
| 6M | +21.0% | +13.0% | +8.0% | +10.0% |
| YTD | +12.4% | +26.5% | -14.2% | -4.7% |
| 1Y | +25.4% | +30.1% | -4.7% | +4.0% |
| All | +25.4% | +28.9% | -3.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling