-62.4%
OUST vs WCN
+65.4%
-127.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.8% |
| 7D | +5.2% | -0.6% | +5.9% | +5.3% |
| 30D | -19.3% | +0.4% | -19.7% | -19.3% |
| 3M | -22.6% | +7.3% | -30.0% | -24.8% |
| 6M | +62.8% | -2.5% | +65.3% | +62.5% |
| YTD | +68.3% | -5.4% | +73.7% | +69.6% |
| 1Y | +28.5% | -8.5% | +37.0% | +30.8% |
| 3Y | +554.0% | +20.8% | +533.2% | +471.3% |
| 5Y | -56.2% | +30.0% | -86.2% | -64.2% |
| All | -62.4% | +65.4% | -127.9% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling