+178.2%
EWT vs OSCR
-9.0%
+187.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -1.1% | +1.6% | -2.7% | -1.2% |
| 30D | +4.5% | +10.7% | -6.2% | +3.8% |
| 3M | +8.3% | +13.4% | -5.1% | +7.2% |
| 6M | +54.2% | +144.6% | -90.3% | +45.0% |
| YTD | +74.6% | +128.0% | -53.5% | +64.5% |
| 1Y | +84.9% | +68.7% | +16.2% | +76.4% |
| 3Y | +197.5% | +398.8% | -201.2% | +157.1% |
| 5Y | +150.6% | +87.3% | +63.3% | +112.0% |
| All | +178.2% | -9.0% | +187.1% | +140.7% |
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