-6.4%
OSCR vs WU
-55.7%
+49.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +1.1% | -5.0% | +6.0% | +3.2% |
| 30D | +16.5% | -2.3% | +18.8% | +17.6% |
| 3M | +17.0% | -3.2% | +20.2% | +15.9% |
| 6M | +145.0% | -25.0% | +170.0% | +172.8% |
| YTD | +126.7% | -21.7% | +148.4% | +145.1% |
| 1Y | +67.2% | -9.0% | +76.2% | +65.0% |
| 3Y | +405.1% | -28.9% | +434.0% | +452.2% |
| 5Y | +86.2% | -51.0% | +137.2% | +118.5% |
| All | -6.4% | -55.7% | +49.3% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling