+134.4%
WM vs OSCR
-13.8%
+148.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.1% |
| 7D | +3.2% | +1.3% | +1.9% | +3.2% |
| 30D | +13.0% | -9.5% | +22.5% | +13.2% |
| 3M | +9.2% | +0.9% | +8.4% | +9.2% |
| 6M | +13.6% | +31.5% | -17.8% | +13.0% |
| YTD | +12.4% | +116.1% | -103.7% | +10.7% |
| 1Y | +21.2% | +122.6% | -101.4% | +19.3% |
| 3Y | +48.7% | +356.6% | -307.9% | +42.8% |
| 5Y | +61.9% | +154.9% | -93.0% | +53.8% |
| All | +134.4% | -13.8% | +148.2% | +114.5% |
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 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