-64.1%
OUST vs WCN
+90.1%
-154.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.4% | +15.4% | +14.0% |
| 7D | +17.0% | +2.9% | +14.1% | +16.9% |
| 30D | -16.5% | +22.1% | -38.6% | -17.6% |
| 3M | -23.7% | +13.2% | -36.8% | -24.1% |
| 6M | +18.4% | +23.7% | -5.3% | +13.9% |
| YTD | +60.8% | +8.7% | +52.1% | +60.8% |
| 1Y | +44.2% | +15.3% | +28.9% | +40.8% |
| 3Y | +668.1% | +46.0% | +622.1% | +555.1% |
| 5Y | -48.8% | +45.9% | -94.7% | -58.3% |
| All | -64.1% | +90.1% | -154.2% | -73.0% |
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