+125.6%
WAT vs OUST
-64.1%
+189.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.0% | -13.0% | +0.2% |
| 7D | -1.1% | +17.0% | -18.1% | -2.1% |
| 30D | +5.0% | -16.5% | +21.5% | +5.7% |
| 3M | +14.5% | -23.7% | +38.1% | +15.6% |
| 6M | +30.9% | +18.4% | +12.5% | +26.8% |
| YTD | +20.5% | +60.8% | -40.3% | +13.8% |
| 1Y | +23.3% | +44.2% | -20.9% | +17.0% |
| 3Y | +81.5% | +668.1% | -586.6% | +44.5% |
| 5Y | +33.4% | -48.8% | +82.2% | +14.0% |
| All | +125.6% | -64.1% | +189.8% | +100.1% |
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