+122.9%
WFC vs OSCR
+96.8%
+26.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 6M | +18.8% | +144.6% | -125.8% | +11.3% |
| YTD | -1.5% | +128.0% | -129.6% | -7.5% |
| 1Y | +13.5% | +68.7% | -55.1% | +8.1% |
| 3Y | +135.0% | +398.8% | -263.8% | +98.0% |
| All | +122.9% | +96.8% | +26.1% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling