+755.0%
SW vs OMC
+198.7%
+556.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.7% |
| 7D | -5.1% | -6.4% | +1.3% | -4.1% |
| 30D | -4.6% | +1.1% | -5.7% | -4.8% |
| 3M | +9.4% | +10.4% | -1.0% | +7.7% |
| 6M | +3.5% | -1.7% | +5.2% | +3.7% |
| YTD | +22.0% | +4.4% | +17.6% | +20.7% |
| 1Y | +2.2% | +8.4% | -6.2% | +0.5% |
| 3Y | +19.6% | +14.4% | +5.2% | +16.4% |
| 5Y | -2.3% | +33.9% | -36.2% | -7.1% |
| 10Y | +181.4% | +34.9% | +146.5% | +162.4% |
| All | +755.0% | +198.7% | +556.3% | +708.8% |
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