+2.3%
WBD vs OUST
-73.3%
+75.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.6% |
| 7D | +6.7% | -25.3% | +32.0% | +10.9% |
| 30D | +19.3% | -20.2% | +39.5% | +22.0% |
| 3M | +78.9% | +7.6% | +71.3% | +73.8% |
| 6M | +171.9% | +224.6% | -52.7% | +122.1% |
| YTD | +115.3% | +111.7% | +3.6% | +83.6% |
| 1Y | +177.2% | +246.8% | -69.6% | +118.1% |
| 3Y | +118.2% | +121.1% | -2.9% | +60.4% |
| 5Y | +6.2% | -73.2% | +79.5% | -17.4% |
| All | +2.3% | -73.3% | +75.7% | -20.0% |
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