+398.8%
OSCR vs WU
-28.7%
+427.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.6% | -3.5% | +5.1% | +2.6% |
| 30D | +10.7% | -2.9% | +13.6% | +11.6% |
| 3M | +13.4% | -2.3% | +15.6% | +12.3% |
| 6M | +144.6% | -25.4% | +169.9% | +166.5% |
| YTD | +128.0% | -21.2% | +149.2% | +141.4% |
| 1Y | +68.7% | -8.9% | +77.5% | +66.0% |
| 3Y | +398.8% | -29.0% | +427.7% | +406.5% |
| All | +398.8% | -28.7% | +427.5% | +406.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling