-5.8%
OSCR vs WST
+26.8%
-32.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | +10.7% | -1.7% | +12.4% | +11.3% |
| 3M | +13.4% | +4.9% | +8.5% | +11.8% |
| 6M | +144.6% | +45.5% | +99.0% | +116.1% |
| YTD | +128.0% | +26.1% | +101.9% | +110.3% |
| 1Y | +68.7% | +31.7% | +37.0% | +52.3% |
| 3Y | +398.8% | -12.1% | +410.9% | +381.0% |
| 5Y | +87.3% | -23.6% | +110.8% | +71.8% |
| All | -5.8% | +26.8% | -32.6% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling