-2.3%
SW vs OSCR
+154.5%
-156.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | +5.0% | -9.5% | +14.6% | +5.5% |
| 3M | -13.7% | +0.9% | -14.5% | -13.8% |
| 6M | +8.0% | +31.5% | -23.4% | +6.1% |
| YTD | +14.0% | +116.1% | -102.1% | +8.8% |
| 1Y | +25.6% | +122.6% | -97.0% | +19.5% |
| 3Y | +40.1% | +356.6% | -316.5% | +28.2% |
| All | -2.3% | +154.5% | -156.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling