+398.8%
OSCR vs WCN
+18.4%
+380.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.6% | -3.1% | +4.7% | +2.5% |
| 30D | +10.7% | -3.4% | +14.1% | +11.8% |
| 3M | +13.4% | +3.0% | +10.4% | +11.5% |
| 6M | +144.6% | -3.8% | +148.3% | +145.7% |
| YTD | +128.0% | -8.3% | +136.4% | +133.0% |
| 1Y | +68.7% | -9.7% | +78.4% | +73.4% |
| 3Y | +398.8% | +17.2% | +381.6% | +344.2% |
| All | +398.8% | +18.4% | +380.4% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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