+225.0%
OSW vs SPY
+235.3%
-10.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | -1.1% | +2.6% | -3.7% | -3.9% |
| 30D | +27.7% | -2.0% | +29.7% | +30.4% |
| 3M | +14.6% | -2.8% | +17.4% | +18.3% |
| 6M | +32.8% | +2.1% | +30.6% | +29.2% |
| YTD | +49.5% | +11.5% | +38.0% | +31.6% |
| 1Y | +47.1% | +13.5% | +33.6% | +26.9% |
| 3Y | +183.8% | +77.7% | +106.1% | +48.5% |
| 5Y | +151.8% | +72.6% | +79.2% | +36.6% |
| All | +225.0% | +235.3% | -10.3% | +3.0% |
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