+0.2%
SW vs OSCR
+154.6%
-154.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.5% |
| 7D | -2.6% | -8.8% | +6.2% | -2.1% |
| 30D | +7.2% | -5.6% | +12.8% | +7.5% |
| 3M | -10.5% | +14.8% | -25.3% | -11.2% |
| 6M | +9.9% | +46.0% | -36.1% | +7.3% |
| YTD | +17.2% | +123.5% | -106.2% | +11.7% |
| 1Y | +26.5% | +116.2% | -89.7% | +20.4% |
| 3Y | +47.7% | +351.6% | -304.0% | +35.0% |
| All | +0.2% | +154.6% | -154.4% | -10.5% |
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