+295.7%
OMC vs IWD
+728.9%
-433.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.8% |
| 30D | +15.4% | +2.7% | +12.7% | +12.5% |
| 3M | +5.8% | +0.9% | +4.9% | +5.0% |
| 6M | +14.7% | +10.5% | +4.1% | +4.2% |
| YTD | +10.3% | +23.7% | -13.4% | -10.2% |
| 1Y | +23.2% | +28.7% | -5.5% | -3.5% |
| 3Y | +24.6% | +79.7% | -55.1% | -28.8% |
| 5Y | +50.1% | +69.7% | -19.6% | -9.2% |
| 10Y | +54.3% | +211.4% | -157.1% | -47.1% |
| All | +295.7% | +728.9% | -433.2% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling