+19.6%
SW vs OMC
+15.0%
+4.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +2.2% |
| 7D | -5.1% | -6.4% | +1.3% | -2.9% |
| 30D | -4.6% | +1.1% | -5.7% | -5.0% |
| 3M | +9.4% | +10.4% | -1.0% | +5.6% |
| 6M | +3.5% | -1.7% | +5.2% | +3.7% |
| YTD | +22.0% | +4.4% | +17.6% | +20.0% |
| 1Y | +2.2% | +8.4% | -6.2% | -1.4% |
| All | +19.6% | +15.0% | +4.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling