-5.8%
OSCR vs WCC
+327.9%
-333.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.6% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | +10.7% | -2.1% | +12.8% | +11.1% |
| 3M | +13.4% | +3.8% | +9.5% | +10.2% |
| 6M | +144.6% | +35.0% | +109.6% | +112.4% |
| YTD | +128.0% | +46.4% | +81.7% | +91.5% |
| 1Y | +68.7% | +63.0% | +5.7% | +34.7% |
| 3Y | +398.8% | +133.9% | +264.8% | +214.0% |
| 5Y | +87.3% | +226.5% | -139.3% | +0.6% |
| All | -5.8% | +327.9% | -333.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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