+274.7%
OMC vs IWD
+726.5%
-451.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.8% |
| 7D | -6.4% | -0.3% | -6.1% | -6.1% |
| 30D | +1.1% | +0.6% | +0.5% | +0.6% |
| 3M | +10.4% | +7.2% | +3.2% | +3.4% |
| 6M | -1.7% | +16.2% | -17.9% | -15.0% |
| YTD | +4.4% | +23.3% | -18.9% | -14.7% |
| 1Y | +8.4% | +29.6% | -21.1% | -15.6% |
| 3Y | +14.4% | +70.5% | -56.1% | -31.3% |
| 5Y | +33.9% | +73.5% | -39.6% | -20.7% |
| 10Y | +34.9% | +198.3% | -163.5% | -51.8% |
| All | +274.7% | +726.5% | -451.8% | -54.3% |
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