-61.4%
OUST vs WCN
+63.7%
-125.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +12.7% | -0.4% | +13.2% | +12.8% |
| 30D | -13.6% | -2.1% | -11.5% | -13.4% |
| 3M | -8.3% | +6.4% | -14.7% | -10.7% |
| 6M | +85.0% | -3.7% | +88.6% | +85.0% |
| YTD | +73.2% | -6.4% | +79.6% | +74.7% |
| 1Y | +32.5% | -7.9% | +40.4% | +33.9% |
| 3Y | +643.8% | +20.8% | +623.0% | +547.5% |
| 5Y | -52.1% | +29.0% | -81.1% | -60.8% |
| All | -61.4% | +63.7% | -125.1% | -70.6% |
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