-5.8%
OSCR vs WTW
+50.1%
-55.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.6% | -5.7% | +7.3% | +4.9% |
| 30D | +10.7% | -7.3% | +17.9% | +15.2% |
| 3M | +13.4% | +21.5% | -8.1% | +1.4% |
| 6M | +144.6% | +9.6% | +134.9% | +129.0% |
| YTD | +128.0% | -3.3% | +131.3% | +127.5% |
| 1Y | +68.7% | -6.1% | +74.8% | +71.6% |
| 3Y | +398.8% | +61.8% | +336.9% | +242.6% |
| 5Y | +87.3% | +42.7% | +44.6% | +36.8% |
| All | -5.8% | +50.1% | -55.9% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling