+398.8%
OSCR vs WPM
+267.3%
+131.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +10.7% | +14.4% | -3.7% | +7.4% |
| 3M | +13.4% | +37.0% | -23.6% | +5.6% |
| 6M | +144.6% | +4.1% | +140.4% | +140.0% |
| YTD | +128.0% | +31.7% | +96.3% | +110.2% |
| 1Y | +68.7% | +44.2% | +24.5% | +51.9% |
| 3Y | +398.8% | +265.5% | +133.3% | +269.0% |
| All | +398.8% | +267.3% | +131.5% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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