+140.1%
WMB vs OSCR
+398.9%
-258.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.2% |
| 7D | -1.7% | +1.1% | -2.7% | -1.7% |
| 30D | +0.7% | +16.5% | -15.8% | +0.4% |
| 3M | +1.5% | +17.0% | -15.5% | +1.1% |
| 6M | +0.1% | +145.0% | -144.9% | -2.6% |
| YTD | +22.9% | +126.7% | -103.8% | +19.8% |
| 1Y | +27.9% | +67.2% | -39.4% | +25.4% |
| All | +140.1% | +398.9% | -258.9% | +118.9% |
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