+836.2%
OUST vs WCC
+135.0%
+701.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.1% | +2.7% | +4.3% |
| 7D | +36.7% | -5.7% | +42.4% | +40.9% |
| 30D | -3.3% | -13.5% | +10.1% | +7.2% |
| 3M | -11.1% | -12.9% | +1.7% | -1.2% |
| 6M | +53.1% | -10.7% | +63.7% | +70.1% |
| YTD | +78.2% | +30.0% | +48.2% | +48.3% |
| 1Y | +50.0% | +24.7% | +25.3% | +29.4% |
| 3Y | +836.2% | +136.6% | +699.6% | +182.8% |
| All | +836.2% | +135.0% | +701.2% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling