+692.4%
ON vs SW
+743.1%
-50.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -5.9% | -2.3% |
| 7D | -5.8% | +12.1% | -17.9% | -7.0% |
| 30D | -17.1% | +6.6% | -23.7% | -17.7% |
| 3M | -11.8% | -6.0% | -5.8% | -11.3% |
| 6M | -30.2% | +21.5% | -51.7% | -31.8% |
| YTD | +31.6% | +20.3% | +11.2% | +28.7% |
| 1Y | +47.6% | +28.1% | +19.4% | +43.5% |
| 3Y | +4.4% | +51.6% | -47.2% | +0.8% |
| 5Y | +19.0% | -0.1% | +19.1% | +15.9% |
| 10Y | +515.7% | +189.7% | +326.0% | +475.7% |
| All | +692.4% | +743.1% | -50.6% | +682.6% |
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