+28.5%
OUST vs WETO
-98.9%
+127.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.8% | +22.5% | +2.3% |
| 7D | +5.2% | -55.4% | +60.6% | +7.4% |
| 30D | -19.3% | -48.5% | +29.2% | -25.3% |
| 3M | -22.6% | -97.5% | +74.9% | -18.9% |
| 6M | +62.8% | -94.2% | +157.0% | +51.9% |
| YTD | +68.3% | -97.0% | +165.4% | +65.9% |
| 1Y | +28.5% | -98.9% | +127.5% | +48.4% |
| All | +28.5% | -98.9% | +127.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling