+223.9%
OSW vs SPY
+236.5%
-12.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.9% |
| 7D | -0.1% | +3.3% | -3.4% | -3.7% |
| 30D | +27.2% | -2.7% | +29.9% | +30.9% |
| 3M | +15.6% | -1.7% | +17.3% | +17.8% |
| 6M | +31.3% | +3.1% | +28.2% | +26.4% |
| YTD | +48.9% | +11.9% | +37.0% | +30.6% |
| 1Y | +44.1% | +12.0% | +32.1% | +26.2% |
| 3Y | +180.8% | +78.2% | +102.6% | +46.5% |
| 5Y | +150.9% | +73.2% | +77.6% | +35.5% |
| All | +223.9% | +236.5% | -12.7% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling