+169.8%
WFC vs OSCR
-9.5%
+179.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | +2.3% | +16.5% | -14.2% | +1.3% |
| 3M | +9.8% | +17.0% | -7.2% | +8.4% |
| 6M | +15.6% | +145.0% | -129.4% | +8.6% |
| YTD | -2.4% | +126.7% | -129.2% | -8.0% |
| 1Y | +13.8% | +67.2% | -53.4% | +8.7% |
| 3Y | +134.6% | +405.1% | -270.5% | +100.1% |
| 5Y | +127.9% | +86.2% | +41.7% | +92.1% |
| All | +169.8% | -9.5% | +179.3% | +137.3% |
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