+398.8%
OSCR vs GWW
+89.6%
+309.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.6% | -3.4% | +5.0% | +2.7% |
| 30D | +10.7% | -1.9% | +12.6% | +11.3% |
| 3M | +13.4% | -2.4% | +15.7% | +13.6% |
| 6M | +144.6% | +15.7% | +128.8% | +130.7% |
| YTD | +128.0% | +27.6% | +100.4% | +107.1% |
| 1Y | +68.7% | +27.2% | +41.5% | +53.4% |
| 3Y | +398.8% | +89.7% | +309.1% | +262.4% |
| All | +398.8% | +89.6% | +309.1% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling