+12.3%
SW vs OSCR
-14.9%
+27.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.6% | +6.7% | -0.6% |
| 7D | +2.3% | +0.9% | +1.4% | +2.3% |
| 30D | +6.8% | -6.9% | +13.6% | +7.0% |
| 3M | -5.2% | +15.5% | -20.7% | -5.7% |
| 6M | +7.4% | +54.5% | -47.1% | +5.3% |
| YTD | +17.4% | +113.3% | -95.9% | +13.5% |
| 1Y | +27.1% | +85.1% | -58.0% | +23.1% |
| 3Y | +47.9% | +436.8% | -388.9% | +39.9% |
| 5Y | -2.6% | +80.3% | -82.9% | -13.1% |
| All | +12.3% | -14.9% | +27.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling