+449.8%
ON vs SW
+185.4%
+264.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.5% | -10.0% | -11.2% |
| 7D | -16.3% | +4.7% | -20.9% | -17.1% |
| 30D | -27.0% | +5.0% | -32.0% | -27.8% |
| 3M | -18.1% | -7.3% | -10.7% | -16.9% |
| 6M | -38.6% | +15.0% | -53.6% | -40.7% |
| YTD | +16.4% | +18.5% | -2.2% | +11.6% |
| 1Y | +25.8% | +27.1% | -1.3% | +19.1% |
| 3Y | -7.7% | +49.3% | -57.0% | -14.1% |
| 5Y | +6.6% | -1.6% | +8.2% | +1.3% |
| All | +449.8% | +185.4% | +264.4% | +368.9% |
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