+346.5%
WAB vs OUST
-68.5%
+415.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.0% | +3.4% | -5.0% |
| 7D | -2.5% | -5.0% | +2.6% | -2.2% |
| 30D | -4.4% | -32.0% | +27.7% | -2.0% |
| 3M | -5.9% | -32.4% | +26.4% | -3.8% |
| 6M | +5.9% | +6.7% | -0.8% | +2.8% |
| YTD | +30.9% | +41.0% | -10.1% | +23.4% |
| 1Y | +35.8% | +18.0% | +17.8% | +29.4% |
| 3Y | +154.0% | +560.6% | -406.6% | +101.6% |
| 5Y | +203.9% | -55.1% | +259.0% | +172.8% |
| All | +346.5% | -68.5% | +415.0% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling