+75.5%
OSCR vs WSM
+19.9%
+55.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +5.8% | -3.3% | +9.1% | +6.3% |
| 30D | +7.1% | -8.4% | +15.5% | +8.3% |
| 3M | +36.7% | +9.7% | +27.0% | +33.7% |
| 6M | +114.3% | +16.7% | +97.6% | +105.8% |
| YTD | +124.4% | +28.7% | +95.7% | +101.2% |
| 1Y | +75.5% | +13.7% | +61.8% | +63.6% |
| All | +75.5% | +19.9% | +55.6% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling