+134.5%
WAT vs OUST
-60.6%
+195.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +3.4% | +31.9% | -28.5% | +1.6% |
| 30D | +9.6% | -4.2% | +13.8% | +9.6% |
| 3M | +15.5% | -9.3% | +24.8% | +15.5% |
| 6M | +33.9% | +51.7% | -17.8% | +27.8% |
| YTD | +25.2% | +76.6% | -51.4% | +17.6% |
| 1Y | +26.3% | +48.9% | -22.6% | +19.7% |
| 3Y | +85.8% | +675.3% | -589.4% | +48.0% |
| 5Y | +35.3% | -44.0% | +79.3% | +15.0% |
| All | +134.5% | -60.6% | +195.1% | +106.8% |
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