+335.5%
OUST vs WETO
-99.4%
+434.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.1% | -9.8% | -3.0% |
| 7D | -1.7% | -19.9% | +18.2% | -1.1% |
| 30D | -21.9% | -42.7% | +20.7% | -27.9% |
| 3M | -8.2% | -97.7% | +89.5% | -5.5% |
| 6M | +57.5% | -94.4% | +151.9% | +48.2% |
| YTD | +62.8% | -97.0% | +159.8% | +58.6% |
| 1Y | +24.5% | -98.9% | +123.4% | +27.1% |
| All | +335.5% | -99.4% | +434.8% | +351.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling