-60.6%
OUST vs WCC
+557.6%
-618.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +31.9% | -9.9% | +41.8% | +39.4% |
| 30D | -4.2% | -13.4% | +9.2% | +4.0% |
| 3M | -9.3% | -13.5% | +4.2% | -0.7% |
| 6M | +51.7% | -10.6% | +62.3% | +65.8% |
| YTD | +76.6% | +30.1% | +46.5% | +55.3% |
| 1Y | +48.9% | +22.3% | +26.6% | +36.1% |
| 3Y | +675.3% | +130.3% | +545.0% | +397.2% |
| 5Y | -44.0% | +144.5% | -188.5% | -66.4% |
| All | -60.6% | +557.6% | -618.2% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling