-7.3%
OSCR vs IWD
+95.4%
-102.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.2% |
| 7D | +5.8% | -0.3% | +6.1% | +6.4% |
| 30D | +7.1% | +0.6% | +6.5% | +6.3% |
| 3M | +36.7% | +7.2% | +29.4% | +21.3% |
| 6M | +114.3% | +16.2% | +98.1% | +66.6% |
| YTD | +124.4% | +23.3% | +101.1% | +58.0% |
| 1Y | +75.5% | +29.6% | +45.9% | +14.4% |
| 3Y | +390.1% | +70.5% | +319.7% | +95.4% |
| 5Y | +77.1% | +73.5% | +3.6% | -27.3% |
| All | -7.3% | +95.4% | -102.7% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling