-54.4%
WBD vs OSCR
-9.0%
-45.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -0.7% | +1.6% | -2.4% | -1.0% |
| 30D | +1.4% | +10.7% | -9.3% | 0.0% |
| 3M | +4.4% | +13.4% | -9.0% | +2.2% |
| 6M | +0.8% | +144.6% | -143.7% | -11.5% |
| YTD | -2.7% | +128.0% | -130.8% | -14.2% |
| 1Y | +73.4% | +68.7% | +4.8% | +57.2% |
| 3Y | +142.1% | +398.8% | -256.6% | +68.4% |
| 5Y | +7.2% | +87.3% | -80.0% | -28.5% |
| All | -54.4% | -9.0% | -45.4% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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