-55.8%
OUST vs WCC
+139.9%
-195.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.7% | -6.9% | -7.3% |
| 7D | -3.8% | +9.9% | -13.7% | -10.0% |
| 30D | +5.1% | -8.4% | +13.5% | +10.5% |
| 3M | -25.8% | -10.3% | -15.5% | -19.9% |
| 6M | -2.0% | -10.5% | +8.5% | +8.0% |
| YTD | +54.7% | +32.2% | +22.5% | +30.3% |
| 1Y | +48.8% | +25.5% | +23.3% | +30.2% |
| 3Y | +607.8% | +134.7% | +473.1% | +295.5% |
| All | -55.8% | +139.9% | -195.8% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling