+59.3%
WM vs OSCR
+137.7%
-78.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.2% |
| 7D | +1.2% | +3.3% | -2.1% | +1.1% |
| 30D | +13.7% | +0.3% | +13.4% | +13.6% |
| 3M | +5.2% | +21.0% | -15.7% | +4.8% |
| 6M | +11.2% | +57.1% | -45.9% | +10.1% |
| YTD | +9.4% | +132.9% | -123.5% | +7.4% |
| 1Y | +20.4% | +129.1% | -108.7% | +18.1% |
| 3Y | +44.7% | +370.7% | -326.1% | +37.7% |
| All | +59.3% | +137.7% | -78.4% | +51.5% |
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