+44.1%
WM vs OSCR
+405.5%
-361.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.6% |
| 7D | -0.9% | +10.7% | -11.6% | -1.0% |
| 30D | -4.3% | +18.3% | -22.7% | -4.5% |
| 3M | +0.8% | +20.5% | -19.8% | +0.5% |
| 6M | -10.8% | +138.5% | -149.3% | -12.0% |
| YTD | -0.1% | +129.7% | -129.8% | -1.4% |
| 1Y | +1.0% | +62.8% | -61.8% | +0.1% |
| All | +44.1% | +405.5% | -361.4% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling