+105.1%
OSCR vs WU
-18.0%
+123.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.4% | +3.1% | +8.0% |
| 7D | +15.5% | +8.2% | +7.2% | +14.6% |
| 30D | +8.5% | +8.0% | +0.5% | +7.8% |
| 3M | +15.8% | -6.6% | +22.5% | +16.2% |
| 6M | +89.5% | -23.3% | +112.8% | +97.0% |
| YTD | +144.9% | -22.4% | +167.3% | +146.3% |
| 1Y | +105.1% | -18.0% | +123.1% | +100.9% |
| All | +105.1% | -18.0% | +123.1% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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