-60.2%
OUST vs WCN
+91.1%
-151.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.3% | +10.8% |
| 7D | +36.7% | +1.2% | +35.5% | +36.6% |
| 30D | -3.3% | +24.6% | -27.9% | -4.8% |
| 3M | -11.1% | +14.2% | -25.3% | -11.7% |
| 6M | +53.1% | +25.7% | +27.4% | +46.8% |
| YTD | +78.2% | +9.3% | +69.0% | +78.2% |
| 1Y | +50.0% | +15.3% | +34.7% | +46.8% |
| 3Y | +836.2% | +48.6% | +787.6% | +694.2% |
| 5Y | -50.0% | +46.9% | -96.9% | -59.2% |
| All | -60.2% | +91.1% | -151.3% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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