-5.8%
OSCR vs BBWI
-53.0%
+47.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -1.8% |
| 7D | +1.6% | -4.8% | +6.4% | +3.3% |
| 30D | +10.7% | +3.5% | +7.2% | +8.8% |
| 3M | +13.4% | -0.3% | +13.7% | +11.6% |
| 6M | +144.6% | -5.4% | +149.9% | +141.3% |
| YTD | +128.0% | -4.7% | +132.8% | +121.6% |
| 1Y | +68.7% | -30.5% | +99.1% | +83.3% |
| 3Y | +398.8% | -44.3% | +443.1% | +457.7% |
| 5Y | +87.3% | -66.9% | +154.1% | +131.7% |
| All | -5.8% | -53.0% | +47.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling