+121.6%
OSCR vs WETO
-99.4%
+221.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | +1.6% | -4.3% | +5.9% | +1.6% |
| 30D | +10.7% | -39.9% | +50.6% | +9.5% |
| 3M | +13.4% | -97.9% | +111.2% | +12.9% |
| 6M | +144.6% | -95.0% | +239.6% | +146.3% |
| YTD | +128.0% | -97.2% | +225.2% | +129.4% |
| 1Y | +68.7% | -98.9% | +167.6% | +69.5% |
| All | +121.6% | -99.4% | +221.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling