-50.0%
OUST vs WING
+9.2%
-59.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.4% | +2.5% | +8.1% |
| 7D | +36.7% | +8.6% | +28.1% | +33.4% |
| 30D | -3.3% | +44.8% | -48.1% | -15.1% |
| 3M | -11.1% | +51.9% | -63.1% | -24.3% |
| 6M | +53.1% | +37.2% | +15.8% | +32.9% |
| YTD | +78.2% | -25.3% | +103.5% | +89.4% |
| 1Y | +50.0% | -25.1% | +75.1% | +58.0% |
| 3Y | +836.2% | -12.9% | +849.1% | +648.2% |
| 5Y | -50.0% | +12.0% | -62.0% | -68.3% |
| All | -50.0% | +9.2% | -59.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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