-60.6%
OUST vs WU
-52.2%
-8.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.0% |
| 7D | +14.0% | +2.1% | +11.8% | +12.6% |
| 30D | +2.5% | +10.1% | -7.6% | -1.6% |
| 3M | -15.3% | -1.1% | -14.2% | -15.8% |
| 6M | +42.6% | -19.8% | +62.4% | +50.1% |
| YTD | +76.6% | -20.8% | +97.4% | +85.8% |
| 1Y | +54.1% | -15.1% | +69.2% | +56.5% |
| 3Y | +675.3% | -23.2% | +698.5% | +713.3% |
| 5Y | -45.1% | -42.6% | -2.5% | -37.5% |
| All | -60.6% | -52.2% | -8.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling