-75.2%
OPEN vs SW
+25.8%
-101.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -8.9% |
| 7D | -5.8% | +4.7% | -10.4% | -7.5% |
| 30D | -21.1% | +5.0% | -26.1% | -22.8% |
| 3M | -52.4% | -7.3% | -45.1% | -50.7% |
| 6M | -65.8% | +15.0% | -80.8% | -67.5% |
| YTD | -69.3% | +18.5% | -87.8% | -72.4% |
| 1Y | -75.2% | +27.1% | -102.4% | -78.1% |
| All | -75.2% | +25.8% | -101.0% | -78.1% |
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 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