+75.5%
OSCR vs IWD
+30.5%
+45.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.3% |
| 7D | +5.8% | -0.3% | +6.1% | +6.4% |
| 30D | +7.1% | +0.6% | +6.5% | +6.2% |
| 3M | +36.7% | +7.2% | +29.4% | +19.9% |
| 6M | +114.3% | +16.2% | +98.1% | +54.4% |
| YTD | +124.4% | +23.3% | +101.1% | +38.8% |
| 1Y | +75.5% | +29.6% | +45.9% | -4.1% |
| All | +75.5% | +30.5% | +45.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling