+348.0%
OUST vs WETO
-99.4%
+447.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -3.2% |
| 7D | +4.0% | -38.7% | +42.7% | +5.5% |
| 30D | -14.0% | -51.3% | +37.3% | -20.1% |
| 3M | -5.9% | -97.8% | +91.9% | -3.0% |
| 6M | +76.4% | -94.8% | +171.1% | +66.3% |
| YTD | +67.5% | -97.2% | +164.7% | +63.5% |
| 1Y | +27.1% | -98.9% | +126.1% | +30.1% |
| All | +348.0% | -99.4% | +447.4% | +365.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling