-64.1%
OUST vs WCC
+507.7%
-571.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.2% | +11.8% | +12.7% |
| 7D | +17.0% | -14.7% | +31.7% | +27.7% |
| 30D | -16.5% | -20.1% | +3.6% | -4.8% |
| 3M | -23.7% | -21.2% | -2.5% | -11.6% |
| 6M | +18.4% | -19.2% | +37.5% | +37.9% |
| YTD | +60.8% | +20.2% | +40.6% | +48.3% |
| 1Y | +44.2% | +14.5% | +29.7% | +37.2% |
| 3Y | +668.1% | +115.1% | +553.0% | +415.0% |
| 5Y | -48.8% | +121.5% | -170.3% | -67.6% |
| All | -64.1% | +507.7% | -571.8% | -79.0% |
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