-53.8%
OUST vs WING
-34.0%
-19.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.0% |
| 7D | +5.2% | -3.9% | +9.1% | +6.6% |
| 30D | -19.3% | -11.6% | -7.7% | -16.5% |
| 3M | -22.6% | -24.2% | +1.6% | -16.3% |
| 6M | +62.8% | -54.1% | +116.8% | +107.8% |
| YTD | +68.3% | -53.9% | +122.2% | +112.0% |
| 1Y | +28.5% | -64.4% | +92.9% | +75.3% |
| 3Y | +554.0% | -30.2% | +584.2% | +445.6% |
| All | -53.8% | -34.0% | -19.9% | -66.8% |
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