+242.7%
OSW vs SPY
+234.6%
+8.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +1.6% |
| 7D | +8.2% | +0.1% | +8.1% | +8.0% |
| 30D | +36.8% | -3.3% | +40.1% | +41.9% |
| 3M | +24.1% | -2.4% | +26.5% | +27.6% |
| 6M | +31.4% | +2.6% | +28.8% | +27.2% |
| YTD | +57.6% | +11.2% | +46.3% | +39.1% |
| 1Y | +49.5% | +13.4% | +36.1% | +29.1% |
| 3Y | +201.1% | +79.9% | +121.2% | +55.4% |
| 5Y | +171.7% | +72.2% | +99.6% | +47.9% |
| All | +242.7% | +234.6% | +8.1% | +8.9% |
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