-68.5%
OUST vs WU
-50.2%
-18.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +6.5% | -15.5% | -11.3% |
| 7D | -5.0% | +13.0% | -18.1% | -9.2% |
| 30D | -32.0% | +14.3% | -46.4% | -35.6% |
| 3M | -32.4% | +0.1% | -32.5% | -32.9% |
| 6M | +6.7% | -17.7% | +24.4% | +11.6% |
| YTD | +41.0% | -17.3% | +58.4% | +46.5% |
| 1Y | +18.0% | -11.1% | +29.0% | +17.6% |
| 3Y | +560.6% | -19.8% | +580.4% | +584.0% |
| 5Y | -55.1% | -40.5% | -14.6% | -49.6% |
| All | -68.5% | -50.2% | -18.4% | -63.6% |
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 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