+46.9%
ITW vs OSCR
-9.0%
+55.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -0.7% | +1.6% | -2.3% | -0.8% |
| 30D | -8.3% | +10.7% | -19.0% | -8.8% |
| 3M | +6.0% | +13.4% | -7.3% | +5.2% |
| 6M | 0.0% | +144.6% | -144.6% | -4.7% |
| YTD | +10.2% | +128.0% | -117.8% | +5.3% |
| 1Y | +3.2% | +68.7% | -65.4% | -0.4% |
| 3Y | +21.0% | +398.8% | -377.8% | +6.9% |
| 5Y | +37.9% | +87.3% | -49.3% | +18.0% |
| All | +46.9% | -9.0% | +55.8% | +23.9% |
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