+105.1%
OSCR vs WTW
+8.6%
+96.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.6% | +7.4% |
| 7D | +15.5% | +4.9% | +10.6% | +13.4% |
| 30D | +8.5% | +17.1% | -8.6% | +2.1% |
| 3M | +15.8% | -0.3% | +16.2% | +16.1% |
| 6M | +89.5% | +30.7% | +58.8% | +70.0% |
| YTD | +144.9% | +3.7% | +141.2% | +137.9% |
| 1Y | +105.1% | +5.9% | +99.2% | +97.2% |
| All | +105.1% | +8.6% | +96.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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