+16.7%
SW vs OSCR
-10.4%
+27.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.1% | +5.8% | -10.9% | -5.3% |
| 30D | -4.6% | +7.1% | -11.7% | -4.9% |
| 3M | +9.4% | +36.7% | -27.3% | +8.0% |
| 6M | +3.5% | +114.3% | -110.8% | +0.1% |
| YTD | +22.0% | +124.4% | -102.4% | +17.8% |
| 1Y | +2.2% | +75.5% | -73.3% | -0.9% |
| 3Y | +19.6% | +390.1% | -370.5% | +13.1% |
| 5Y | -2.3% | +77.1% | -79.4% | -13.7% |
| All | +16.7% | -10.4% | +27.1% | -6.7% |
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