-6.4%
OSCR vs BWA
+73.2%
-79.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | +16.5% | -5.5% | +22.0% | +18.6% |
| 3M | +17.0% | -7.6% | +24.6% | +19.6% |
| 6M | +145.0% | +25.0% | +120.0% | +120.8% |
| YTD | +126.7% | +47.0% | +79.8% | +89.1% |
| 1Y | +67.2% | +54.0% | +13.3% | +36.3% |
| 3Y | +405.1% | +70.7% | +334.4% | +281.3% |
| 5Y | +86.2% | +86.7% | -0.5% | +27.2% |
| All | -6.4% | +73.2% | -79.6% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling