+123.4%
WAT vs OUST
-68.5%
+191.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -2.6% |
| 7D | -5.6% | -5.0% | -0.6% | -5.4% |
| 30D | +3.8% | -32.0% | +35.9% | +5.9% |
| 3M | +13.3% | -32.4% | +45.6% | +15.3% |
| 6M | +32.2% | +6.7% | +25.5% | +28.8% |
| YTD | +19.3% | +41.0% | -21.8% | +13.6% |
| 1Y | +21.8% | +18.0% | +3.8% | +17.0% |
| 3Y | +73.9% | +560.6% | -486.7% | +39.8% |
| 5Y | +32.1% | -55.1% | +87.2% | +13.8% |
| All | +123.4% | -68.5% | +191.9% | +99.7% |
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