-5.8%
OSCR vs WWD
+195.1%
-200.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.8% |
| 30D | +10.7% | -6.9% | +17.6% | +14.2% |
| 3M | +13.4% | -13.0% | +26.4% | +19.5% |
| 6M | +144.6% | -12.5% | +157.0% | +155.3% |
| YTD | +128.0% | +11.8% | +116.2% | +109.2% |
| 1Y | +68.7% | +41.1% | +27.6% | +35.8% |
| 3Y | +398.8% | +163.1% | +235.7% | +159.3% |
| 5Y | +87.3% | +187.6% | -100.4% | -13.2% |
| All | -5.8% | +195.1% | -200.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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