+378.1%
WAB vs OUST
-60.2%
+438.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.8% | -5.7% | +4.4% |
| 7D | +4.0% | +36.7% | -32.7% | +1.6% |
| 30D | +4.5% | -3.3% | +7.8% | +4.4% |
| 3M | +2.3% | -11.1% | +13.4% | +2.5% |
| 6M | +12.5% | +53.1% | -40.6% | +6.3% |
| YTD | +40.2% | +78.2% | -38.1% | +29.9% |
| 1Y | +45.2% | +50.0% | -4.8% | +36.0% |
| 3Y | +171.8% | +836.2% | -664.4% | +110.4% |
| 5Y | +217.6% | -50.0% | +267.6% | +181.8% |
| All | +378.1% | -60.2% | +438.3% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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