+12.5%
SW vs OSCR
-10.7%
+23.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.6% | 0.0% |
| 7D | +1.8% | +3.7% | -1.9% | +1.7% |
| 30D | +7.0% | -3.7% | +10.7% | +7.1% |
| 3M | -7.6% | +15.2% | -22.8% | -8.2% |
| 6M | +8.5% | +50.8% | -42.3% | +6.5% |
| YTD | +17.7% | +123.7% | -106.0% | +13.5% |
| 1Y | +27.1% | +81.4% | -54.3% | +23.1% |
| 3Y | +48.2% | +376.1% | -328.0% | +40.3% |
| 5Y | -2.3% | +97.7% | -100.0% | -12.8% |
| All | +12.5% | -10.7% | +23.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling