-62.4%
OUST vs WU
-50.8%
-11.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.0% |
| 7D | +5.2% | -0.8% | +6.1% | +5.6% |
| 30D | -19.3% | -1.1% | -18.2% | -19.1% |
| 3M | -22.6% | -3.9% | -18.8% | -23.5% |
| 6M | +62.8% | -20.7% | +83.4% | +73.8% |
| YTD | +68.3% | -18.4% | +86.7% | +76.6% |
| 1Y | +28.5% | -8.1% | +36.6% | +26.0% |
| 3Y | +554.0% | -24.2% | +578.2% | +594.1% |
| 5Y | -56.2% | -50.4% | -5.8% | -49.5% |
| All | -62.4% | -50.8% | -11.7% | -56.1% |
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