+240.0%
OSW vs SPY
+233.3%
+6.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +7.3% | -0.6% | +7.8% | +7.9% |
| 30D | +35.7% | -3.7% | +39.4% | +41.4% |
| 3M | +25.1% | -2.7% | +27.9% | +29.1% |
| 6M | +30.3% | +2.2% | +28.2% | +26.8% |
| YTD | +56.4% | +10.8% | +45.5% | +38.6% |
| 1Y | +48.8% | +11.2% | +37.5% | +31.4% |
| 3Y | +194.8% | +76.5% | +118.3% | +55.5% |
| 5Y | +174.1% | +72.9% | +101.2% | +48.4% |
| All | +240.0% | +233.3% | +6.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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