+126.9%
WAT vs OUST
-65.5%
+192.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +0.1% |
| 7D | +0.6% | -3.8% | +4.4% | +0.8% |
| 30D | +5.4% | +5.1% | +0.4% | +4.9% |
| 3M | +11.3% | -25.8% | +37.1% | +12.6% |
| 6M | +37.4% | -2.0% | +39.4% | +35.0% |
| YTD | +21.2% | +54.7% | -33.5% | +14.7% |
| 1Y | +21.3% | +48.8% | -27.5% | +14.9% |
| 3Y | +83.4% | +607.8% | -524.4% | +46.8% |
| 5Y | +29.0% | -52.7% | +81.7% | +10.5% |
| All | +126.9% | -65.5% | +192.4% | +101.6% |
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