+172.4%
WFC vs OSCR
-9.0%
+181.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | +0.4% | +1.6% | -1.3% | +0.2% |
| 30D | +1.5% | +10.7% | -9.1% | +0.8% |
| 3M | +10.2% | +13.4% | -3.1% | +9.1% |
| 6M | +18.8% | +144.6% | -125.8% | +11.7% |
| YTD | -1.5% | +128.0% | -129.6% | -7.2% |
| 1Y | +13.5% | +68.7% | -55.1% | +8.4% |
| 3Y | +135.0% | +398.8% | -263.8% | +100.6% |
| 5Y | +130.1% | +87.3% | +42.8% | +93.8% |
| All | +172.4% | -9.0% | +181.3% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling