+12.1%
SW vs OSCR
-10.8%
+22.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.6% |
| 7D | -2.6% | -8.8% | +6.2% | -2.2% |
| 30D | +7.2% | -5.6% | +12.8% | +7.4% |
| 3M | -10.5% | +14.8% | -25.3% | -11.0% |
| 6M | +9.9% | +46.0% | -36.1% | +8.0% |
| YTD | +17.2% | +123.5% | -106.2% | +13.1% |
| 1Y | +26.5% | +116.2% | -89.7% | +22.0% |
| 3Y | +47.7% | +351.6% | -304.0% | +39.8% |
| 5Y | +0.2% | +157.5% | -157.3% | -9.0% |
| All | +12.1% | -10.8% | +22.9% | -10.4% |
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