+727.4%
ON vs SW
+755.0%
-27.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +2.4% | -5.1% | +7.5% | +3.0% |
| 30D | -3.3% | -4.6% | +1.3% | -2.8% |
| 3M | -43.6% | +9.4% | -53.0% | -44.2% |
| 6M | +19.0% | +3.5% | +15.4% | +18.2% |
| YTD | +37.4% | +22.0% | +15.3% | +34.3% |
| 1Y | +54.8% | +2.2% | +52.6% | +53.7% |
| 3Y | -25.2% | +19.6% | -44.8% | -26.8% |
| 5Y | +62.7% | -2.3% | +65.1% | +58.5% |
| 10Y | +574.3% | +181.4% | +393.0% | +530.1% |
| All | +727.4% | +755.0% | -27.6% | +716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling