-5.8%
OSCR vs WING
-7.6%
+1.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -1.1% |
| 7D | +1.6% | +7.2% | -5.6% | -0.4% |
| 30D | +10.7% | +4.8% | +5.9% | +9.0% |
| 3M | +13.4% | -23.7% | +37.0% | +20.9% |
| 6M | +144.6% | -43.6% | +188.1% | +181.6% |
| YTD | +128.0% | -50.6% | +178.6% | +168.8% |
| 1Y | +68.7% | -57.0% | +125.7% | +105.2% |
| 3Y | +398.8% | -28.3% | +427.1% | +335.3% |
| 5Y | +87.3% | -32.4% | +119.7% | +43.0% |
| All | -5.8% | -7.6% | +1.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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