+105.1%
OSCR vs WST
+47.3%
+57.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.1% | +8.5% |
| 7D | +15.5% | +1.3% | +14.2% | +15.0% |
| 30D | +8.5% | +8.5% | 0.0% | +6.1% |
| 3M | +15.8% | +17.2% | -1.4% | +10.7% |
| 6M | +89.5% | +36.3% | +53.2% | +75.1% |
| YTD | +144.9% | +48.9% | +96.0% | +125.4% |
| 1Y | +105.1% | +42.9% | +62.2% | +92.6% |
| All | +105.1% | +47.3% | +57.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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