+398.8%
OSCR vs WCC
+130.1%
+268.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | +10.7% | -2.1% | +12.8% | +10.9% |
| 3M | +13.4% | +3.8% | +9.5% | +11.6% |
| 6M | +144.6% | +35.0% | +109.6% | +122.4% |
| YTD | +128.0% | +46.4% | +81.7% | +102.9% |
| 1Y | +68.7% | +63.0% | +5.7% | +45.2% |
| 3Y | +398.8% | +133.9% | +264.8% | +241.9% |
| All | +398.8% | +130.1% | +268.7% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling