+171.4%
WMT vs OSCR
-9.0%
+180.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | 0.0% | +1.6% | -1.6% | 0.0% |
| 30D | -7.4% | +10.7% | -18.1% | -7.7% |
| 3M | -10.9% | +13.4% | -24.2% | -11.3% |
| 6M | -12.7% | +144.6% | -157.2% | -14.9% |
| YTD | -3.2% | +128.0% | -131.3% | -5.6% |
| 1Y | +5.3% | +68.7% | -63.4% | +3.3% |
| 3Y | +101.9% | +398.8% | -296.9% | +89.4% |
| 5Y | +134.6% | +87.3% | +47.3% | +116.2% |
| All | +171.4% | -9.0% | +180.3% | +152.5% |
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 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