+47.6%
ON vs SW
+29.5%
+18.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -5.9% | -3.6% |
| 7D | -5.8% | +12.1% | -17.9% | -10.6% |
| 30D | -17.1% | +6.6% | -23.7% | -19.5% |
| 3M | -11.8% | -6.0% | -5.8% | -9.8% |
| 6M | -30.2% | +21.5% | -51.7% | -37.8% |
| YTD | +31.6% | +20.3% | +11.2% | +15.5% |
| 1Y | +47.6% | +28.1% | +19.4% | +24.7% |
| All | +47.6% | +29.5% | +18.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling