+13.3%
SW vs OSCR
-7.8%
+21.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | -1.3% |
| 7D | +4.7% | +7.8% | -3.1% | +4.4% |
| 30D | +5.0% | +2.6% | +2.4% | +4.9% |
| 3M | -7.3% | +10.2% | -17.5% | -7.7% |
| 6M | +15.0% | +84.9% | -70.0% | +12.0% |
| YTD | +18.5% | +130.9% | -112.4% | +14.2% |
| 1Y | +27.1% | +94.8% | -67.7% | +22.9% |
| 3Y | +49.3% | +479.1% | -429.7% | +40.9% |
| 5Y | -1.6% | +95.2% | -96.8% | -12.6% |
| All | +13.3% | -7.8% | +21.2% | -9.5% |
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 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