+86.2%
OSCR vs WST
-24.9%
+111.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | +16.5% | -2.0% | +18.5% | +17.3% |
| 3M | +17.0% | +4.1% | +12.9% | +15.6% |
| 6M | +145.0% | +47.4% | +97.5% | +114.6% |
| YTD | +126.7% | +25.4% | +101.3% | +108.8% |
| 1Y | +67.2% | +35.3% | +31.9% | +49.0% |
| 3Y | +405.1% | -11.7% | +416.8% | +385.3% |
| 5Y | +86.2% | -24.0% | +110.2% | +83.1% |
| All | +86.2% | -24.9% | +111.1% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling