+310.9%
WMB vs OSCR
-11.8%
+322.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.7% |
| 7D | 0.0% | +4.7% | -4.7% | -0.2% |
| 30D | +4.6% | +14.8% | -10.2% | +4.0% |
| 3M | +5.7% | +16.7% | -10.9% | +4.9% |
| 6M | +4.2% | +127.5% | -123.3% | +0.2% |
| YTD | +26.8% | +121.0% | -94.2% | +21.9% |
| 1Y | +34.7% | +58.4% | -23.7% | +30.8% |
| 3Y | +146.8% | +392.4% | -245.6% | +120.7% |
| 5Y | +285.0% | +80.5% | +204.6% | +239.2% |
| All | +310.9% | -11.8% | +322.7% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling