-5.8%
OSCR vs WU
-55.5%
+49.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +1.6% | -3.5% | +5.1% | +3.1% |
| 30D | +10.7% | -2.9% | +13.6% | +12.0% |
| 3M | +13.4% | -2.3% | +15.6% | +11.8% |
| 6M | +144.6% | -25.4% | +169.9% | +173.2% |
| YTD | +128.0% | -21.2% | +149.2% | +145.9% |
| 1Y | +68.7% | -8.9% | +77.5% | +66.4% |
| 3Y | +398.8% | -29.0% | +427.7% | +446.3% |
| 5Y | +87.3% | -50.7% | +138.0% | +119.2% |
| All | -5.8% | -55.5% | +49.6% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling