+62.9%
ON vs SW
-2.3%
+65.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +2.4% | -5.1% | +7.5% | +4.0% |
| 30D | -3.3% | -4.6% | +1.3% | -2.1% |
| 3M | -43.6% | +9.4% | -53.0% | -45.4% |
| 6M | +19.0% | +3.5% | +15.4% | +16.6% |
| YTD | +37.4% | +22.0% | +15.3% | +28.2% |
| 1Y | +54.8% | +2.2% | +52.6% | +51.1% |
| 3Y | -25.2% | +19.6% | -44.8% | -30.2% |
| All | +62.9% | -2.3% | +65.2% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling