+91.5%
OSCR vs WAB
+221.8%
-130.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.7% | -4.1% | +14.7% | +13.6% |
| 3M | +13.4% | +8.2% | +5.2% | +5.8% |
| 6M | +144.6% | +15.4% | +129.1% | +116.0% |
| YTD | +128.0% | +33.1% | +94.9% | +81.1% |
| 1Y | +68.7% | +48.1% | +20.6% | +23.1% |
| 3Y | +398.8% | +167.7% | +231.1% | +106.6% |
| All | +91.5% | +221.8% | -130.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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