-5.8%
OSCR vs BWA
+75.8%
-81.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | +10.7% | -2.9% | +13.6% | +11.6% |
| 3M | +13.4% | -10.7% | +24.1% | +17.4% |
| 6M | +144.6% | +26.5% | +118.1% | +119.5% |
| YTD | +128.0% | +49.1% | +78.9% | +89.2% |
| 1Y | +68.7% | +52.1% | +16.6% | +38.3% |
| 3Y | +398.8% | +72.6% | +326.2% | +275.3% |
| 5Y | +87.3% | +89.4% | -2.1% | +27.2% |
| All | -5.8% | +75.8% | -81.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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