+12.9%
SW vs OSCR
-7.0%
+20.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | +0.2% |
| 7D | +2.2% | +3.3% | -1.1% | +2.0% |
| 30D | +7.4% | +0.3% | +7.1% | +7.4% |
| 3M | -5.9% | +21.0% | -26.9% | -6.7% |
| 6M | +9.0% | +57.1% | -48.1% | +6.8% |
| YTD | +18.1% | +132.9% | -114.8% | +13.8% |
| 1Y | +28.7% | +129.1% | -100.4% | +23.8% |
| 3Y | +48.8% | +370.7% | -322.0% | +40.7% |
| 5Y | +2.5% | +102.6% | -100.2% | -8.8% |
| All | +12.9% | -7.0% | +20.0% | -9.9% |
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