+68.7%
OSCR vs WST
+35.4%
+33.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.6% | +1.8% | -0.2% | +1.2% |
| 30D | +10.7% | -1.7% | +12.4% | +11.1% |
| 3M | +13.4% | +4.9% | +8.5% | +12.6% |
| 6M | +144.6% | +45.5% | +99.0% | +127.1% |
| YTD | +128.0% | +26.1% | +101.9% | +118.5% |
| 1Y | +68.7% | +31.7% | +37.0% | +58.9% |
| All | +68.7% | +35.4% | +33.3% | +58.9% |
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