+363.4%
OUST vs WETO
-99.4%
+462.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +12.7% | -57.2% | +70.0% | +15.2% |
| 30D | -13.6% | -48.8% | +35.2% | -19.8% |
| 3M | -8.3% | -97.7% | +89.4% | -5.8% |
| 6M | +85.0% | -94.3% | +179.3% | +73.7% |
| YTD | +73.2% | -97.0% | +170.3% | +68.9% |
| 1Y | +32.5% | -98.9% | +131.4% | +35.4% |
| All | +363.4% | -99.4% | +462.8% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling