-68.5%
OUST vs WING
+39.1%
-107.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.1% | -7.9% | -8.6% |
| 7D | -5.0% | +14.0% | -19.0% | -9.2% |
| 30D | -32.0% | +47.7% | -79.8% | -41.0% |
| 3M | -32.4% | +34.2% | -66.6% | -40.1% |
| 6M | +6.7% | +13.6% | -6.8% | -0.8% |
| YTD | +41.0% | -30.0% | +71.1% | +52.6% |
| 1Y | +18.0% | -33.9% | +51.9% | +29.5% |
| 3Y | +560.6% | -18.7% | +579.3% | +459.0% |
| 5Y | -55.1% | +5.5% | -60.6% | -70.3% |
| All | -68.5% | +39.1% | -107.7% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling