+398.8%
OSCR vs NWSA
+43.3%
+355.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +1.6% | -2.8% | +4.4% | +3.6% |
| 30D | +10.7% | +3.0% | +7.6% | +8.2% |
| 3M | +13.4% | +12.3% | +1.0% | +2.4% |
| 6M | +144.6% | +21.9% | +122.7% | +107.8% |
| YTD | +128.0% | +13.6% | +114.5% | +103.6% |
| 1Y | +68.7% | +0.5% | +68.2% | +64.9% |
| 3Y | +398.8% | +43.8% | +355.0% | +246.2% |
| All | +398.8% | +43.3% | +355.5% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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