-81.7%
OPEN vs SW
+82.7%
-164.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +4.1% | +9.7% | +12.5% |
| 7D | +3.7% | +12.1% | -8.4% | -0.1% |
| 30D | -14.3% | +6.6% | -20.8% | -16.0% |
| 3M | -51.9% | -6.0% | -45.9% | -50.9% |
| 6M | -61.4% | +21.5% | -82.9% | -63.8% |
| YTD | -66.0% | +20.3% | -86.4% | -68.3% |
| 1Y | -71.4% | +28.1% | -99.5% | -73.8% |
| 3Y | -5.3% | +51.6% | -56.9% | -16.4% |
| 5Y | -91.7% | -0.1% | -91.6% | -92.3% |
| All | -81.7% | +82.7% | -164.3% | -84.1% |
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 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