-51.7%
OUST vs WU
-44.6%
-7.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +19.9% | -5.3% | +25.2% | +22.3% |
| 30D | +3.6% | +9.0% | -5.4% | -0.7% |
| 3M | -20.6% | -3.6% | -17.1% | -20.3% |
| 6M | +35.1% | -19.4% | +54.5% | +42.6% |
| YTD | +69.1% | -21.7% | +90.8% | +80.0% |
| 1Y | +49.9% | -16.1% | +66.1% | +53.0% |
| 3Y | +642.4% | -24.1% | +666.5% | +682.3% |
| All | -51.7% | -44.6% | -7.2% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling