+730.4%
SW vs OMC
+218.1%
+512.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.7% | +7.6% | -2.9% | +3.4% |
| 30D | +5.0% | +16.0% | -11.0% | +2.5% |
| 3M | -7.3% | +7.7% | -15.0% | -8.5% |
| 6M | +15.0% | +14.5% | +0.4% | +12.5% |
| YTD | +18.5% | +11.2% | +7.3% | +16.1% |
| 1Y | +27.1% | +23.6% | +3.6% | +22.4% |
| 3Y | +49.3% | +24.7% | +24.6% | +43.4% |
| 5Y | -1.6% | +51.3% | -53.0% | -7.9% |
| 10Y | +185.4% | +55.6% | +129.8% | +161.9% |
| All | +730.4% | +218.1% | +512.3% | +677.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling