-5.8%
OSCR vs GWRE
+23.6%
-29.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +1.6% | -13.2% | +14.8% | +7.6% |
| 30D | +10.7% | -18.6% | +29.3% | +18.0% |
| 3M | +13.4% | +18.9% | -5.5% | -0.5% |
| 6M | +144.6% | -11.0% | +155.5% | +138.2% |
| YTD | +128.0% | -29.9% | +157.9% | +150.4% |
| 1Y | +68.7% | -44.3% | +113.0% | +111.9% |
| 3Y | +398.8% | +51.7% | +347.1% | +176.5% |
| 5Y | +87.3% | +15.4% | +71.8% | +17.0% |
| All | -5.8% | +23.6% | -29.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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