+91.5%
OSCR vs GWW
+222.0%
-130.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +1.6% | -3.4% | +5.0% | +3.2% |
| 30D | +10.7% | -1.9% | +12.6% | +11.7% |
| 3M | +13.4% | -2.4% | +15.7% | +13.9% |
| 6M | +144.6% | +15.7% | +128.8% | +125.7% |
| YTD | +128.0% | +27.6% | +100.4% | +99.0% |
| 1Y | +68.7% | +27.2% | +41.5% | +47.0% |
| 3Y | +398.8% | +89.7% | +309.1% | +226.6% |
| All | +91.5% | +222.0% | -130.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling