+305.5%
OMC vs IWD
+745.6%
-440.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +0.5% |
| 7D | +5.4% | +1.3% | +4.1% | +4.1% |
| 30D | +15.7% | +3.6% | +12.1% | +11.9% |
| 3M | +4.9% | +2.3% | +2.6% | +2.7% |
| 6M | +17.3% | +13.0% | +4.2% | +4.4% |
| YTD | +13.0% | +26.2% | -13.2% | -9.7% |
| 1Y | +24.1% | +30.5% | -6.4% | -4.1% |
| 3Y | +31.2% | +86.2% | -55.0% | -27.5% |
| 5Y | +53.4% | +72.9% | -19.5% | -8.8% |
| 10Y | +55.5% | +205.0% | -149.5% | -45.6% |
| All | +305.5% | +745.6% | -440.1% | -51.5% |
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