-5.8%
OSCR vs WY
-18.4%
+12.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +1.6% | -4.2% | +5.8% | +4.4% |
| 30D | +10.7% | -10.1% | +20.8% | +18.6% |
| 3M | +13.4% | -8.5% | +21.8% | +18.7% |
| 6M | +144.6% | -3.3% | +147.9% | +143.6% |
| YTD | +128.0% | -4.4% | +132.4% | +127.3% |
| 1Y | +68.7% | -11.5% | +80.1% | +77.9% |
| 3Y | +398.8% | -24.3% | +423.1% | +478.0% |
| 5Y | +87.3% | -21.3% | +108.6% | +134.9% |
| All | -5.8% | -18.4% | +12.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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