-70.8%
OPEN vs SW
+85.3%
-156.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.2% |
| 7D | -4.3% | -5.1% | +0.8% | -2.6% |
| 30D | -16.2% | -4.6% | -11.6% | -14.8% |
| 3M | -36.4% | +9.4% | -45.7% | -38.3% |
| 6M | -35.5% | +3.5% | -39.0% | -36.5% |
| YTD | -46.0% | +22.0% | -68.0% | -49.7% |
| 1Y | -47.1% | +2.2% | -49.4% | -48.3% |
| 3Y | -19.0% | +19.6% | -38.6% | -25.1% |
| 5Y | -83.6% | -2.3% | -81.2% | -84.9% |
| All | -70.8% | +85.3% | -156.1% | -74.7% |
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