+194.8%
WAB vs OUST
-55.3%
+250.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.0% | +3.4% | -4.9% |
| 7D | -2.5% | -5.0% | +2.6% | -2.2% |
| 30D | -4.4% | -32.0% | +27.7% | -1.9% |
| 3M | -5.9% | -32.4% | +26.4% | -3.7% |
| 6M | +5.9% | +6.7% | -0.8% | +2.5% |
| YTD | +30.9% | +41.0% | -10.1% | +22.9% |
| 1Y | +35.8% | +18.0% | +17.8% | +29.0% |
| 3Y | +154.0% | +560.6% | -406.6% | +97.4% |
| All | +194.8% | -55.3% | +250.1% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling