-60.6%
OUST vs WCN
+92.2%
-152.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +31.9% | +2.6% | +29.3% | +31.8% |
| 30D | -4.2% | +25.3% | -29.5% | -5.6% |
| 3M | -9.3% | +15.2% | -24.5% | -9.9% |
| 6M | +51.7% | +26.4% | +25.2% | +45.4% |
| YTD | +76.6% | +9.9% | +66.7% | +76.6% |
| 1Y | +48.9% | +16.2% | +32.7% | +45.6% |
| 3Y | +675.3% | +49.4% | +625.8% | +557.6% |
| 5Y | -44.0% | +46.2% | -90.2% | -54.5% |
| All | -60.6% | +92.2% | -152.8% | -70.3% |
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