-8.7%
OSCR vs WAT
+48.2%
-56.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +4.7% | -1.8% | +6.5% | +5.4% |
| 30D | +14.8% | -1.7% | +16.5% | +15.5% |
| 3M | +16.7% | +9.1% | +7.6% | +12.4% |
| 6M | +127.5% | +32.4% | +95.1% | +100.1% |
| YTD | +121.0% | +6.6% | +114.4% | +111.1% |
| 1Y | +58.4% | +34.7% | +23.7% | +35.2% |
| 3Y | +392.4% | +53.6% | +338.8% | +266.9% |
| 5Y | +80.5% | -4.1% | +84.5% | +52.4% |
| All | -8.7% | +48.2% | -56.9% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling