-6.4%
OSCR vs WAB
+287.3%
-293.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +16.5% | -5.9% | +22.3% | +20.7% |
| 3M | +17.0% | +9.4% | +7.6% | +8.8% |
| 6M | +145.0% | +13.8% | +131.1% | +119.8% |
| YTD | +126.7% | +31.8% | +95.0% | +83.7% |
| 1Y | +67.2% | +48.5% | +18.7% | +24.0% |
| 3Y | +405.1% | +167.0% | +238.2% | +126.6% |
| 5Y | +86.2% | +222.3% | -136.2% | -26.5% |
| All | -6.4% | +287.3% | -293.7% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling