-83.4%
OPEN vs SW
+79.9%
-163.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.1% |
| 7D | -5.8% | +4.7% | -10.4% | -7.0% |
| 30D | -21.1% | +5.0% | -26.1% | -22.3% |
| 3M | -52.4% | -7.3% | -45.1% | -51.1% |
| 6M | -65.8% | +15.0% | -80.8% | -67.3% |
| YTD | -69.3% | +18.5% | -87.8% | -71.1% |
| 1Y | -75.2% | +27.1% | -102.4% | -77.3% |
| 3Y | -14.4% | +49.3% | -63.7% | -24.0% |
| 5Y | -92.0% | -1.6% | -90.3% | -92.5% |
| All | -83.4% | +79.9% | -163.4% | -85.5% |
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 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