+51.6%
WM vs OSCR
+92.3%
-40.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.5% |
| 7D | -1.2% | +4.7% | -5.9% | -1.3% |
| 30D | -4.5% | +14.8% | -19.3% | -4.7% |
| 3M | -2.2% | +16.7% | -18.9% | -2.6% |
| 6M | -11.5% | +127.5% | -139.0% | -13.1% |
| YTD | -0.7% | +121.0% | -121.7% | -2.5% |
| 1Y | +0.3% | +58.4% | -58.1% | -1.0% |
| 3Y | +44.2% | +392.4% | -348.2% | +36.6% |
| 5Y | +51.6% | +80.5% | -28.8% | +44.8% |
| All | +51.6% | +92.3% | -40.6% | +44.8% |
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