-5.1%
OSCR vs WST
+23.7%
-28.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +10.7% | -0.3% | +10.9% | +10.8% |
| 30D | +18.3% | -4.6% | +22.9% | +20.1% |
| 3M | +20.5% | +5.7% | +14.8% | +18.5% |
| 6M | +138.5% | +37.6% | +100.9% | +114.6% |
| YTD | +129.7% | +23.0% | +106.7% | +113.5% |
| 1Y | +62.8% | +33.8% | +28.9% | +46.0% |
| 3Y | +411.8% | -13.4% | +425.1% | +394.7% |
| 5Y | +99.9% | -27.0% | +126.9% | +85.0% |
| All | -5.1% | +23.7% | -28.8% | -32.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling