-65.5%
OUST vs WU
-52.1%
-13.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.4% | -9.9% | -9.0% |
| 7D | -3.8% | -2.0% | -1.7% | -3.2% |
| 30D | +5.1% | +11.4% | -6.4% | +0.3% |
| 3M | -25.8% | -6.8% | -19.0% | -24.5% |
| 6M | -2.0% | -14.6% | +12.6% | +0.7% |
| YTD | +54.7% | -20.6% | +75.4% | +62.7% |
| 1Y | +48.8% | -15.4% | +64.2% | +51.4% |
| 3Y | +607.8% | -23.6% | +631.4% | +644.4% |
| 5Y | -52.7% | -43.4% | -9.3% | -46.1% |
| All | -65.5% | -52.1% | -13.3% | -59.5% |
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