-64.1%
OUST vs WU
-51.2%
-13.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.0% | +16.0% | +14.7% |
| 7D | +17.0% | +11.7% | +5.3% | +12.1% |
| 30D | -16.5% | +12.6% | -29.1% | -20.5% |
| 3M | -23.7% | -0.5% | -23.2% | -24.2% |
| 6M | +18.4% | -18.2% | +36.6% | +23.7% |
| YTD | +60.8% | -19.0% | +79.8% | +68.0% |
| 1Y | +44.2% | -16.7% | +60.9% | +48.3% |
| 3Y | +668.1% | -21.0% | +689.1% | +698.3% |
| 5Y | -48.8% | -41.7% | -7.1% | -42.1% |
| All | -64.1% | -51.2% | -13.0% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling