+136.3%
OSW vs SPY
+238.0%
-101.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.8% |
| 7D | +2.2% | -0.4% | +2.6% | +2.7% |
| 30D | -13.1% | -1.4% | -11.7% | -11.6% |
| 3M | -6.4% | +3.7% | -10.1% | -10.3% |
| 6M | +10.5% | +13.0% | -2.5% | -3.9% |
| YTD | +8.7% | +12.4% | -3.7% | -5.1% |
| 1Y | +2.1% | +18.5% | -16.4% | -16.2% |
| 3Y | +95.9% | +77.6% | +18.3% | +2.6% |
| 5Y | +127.5% | +81.7% | +45.8% | +16.3% |
| All | +136.3% | +238.0% | -101.8% | -25.7% |
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