-5.8%
OSCR vs WAT
+49.5%
-55.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +10.7% | -1.9% | +12.5% | +11.4% |
| 3M | +13.4% | +13.5% | -0.2% | +7.5% |
| 6M | +144.6% | +37.2% | +107.3% | +111.8% |
| YTD | +128.0% | +7.5% | +120.5% | +117.0% |
| 1Y | +68.7% | +35.0% | +33.6% | +43.9% |
| 3Y | +398.8% | +55.1% | +343.7% | +270.1% |
| 5Y | +87.3% | -2.8% | +90.1% | +57.6% |
| All | -5.8% | +49.5% | -55.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling