+452.4%
ON vs SW
+182.7%
+269.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -11.7% | +2.3% | -14.0% | -12.1% |
| 30D | -23.3% | +6.8% | -30.1% | -24.4% |
| 3M | -19.2% | -5.2% | -14.0% | -18.4% |
| 6M | -40.1% | +7.4% | -47.6% | -41.3% |
| YTD | +16.9% | +17.4% | -0.5% | +12.4% |
| 1Y | +29.7% | +27.1% | +2.6% | +22.8% |
| 3Y | -4.4% | +47.9% | -52.3% | -10.9% |
| 5Y | +7.1% | -2.6% | +9.6% | +1.9% |
| All | +452.4% | +182.7% | +269.8% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling