+39.2%
WBD vs OUST
-54.5%
+93.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +54.3% | -40.6% | +5.9% |
| 7D | +13.7% | +54.3% | -40.6% | +5.9% |
| 30D | +13.7% | +54.3% | -40.6% | +5.9% |
| 3M | +13.7% | +54.3% | -40.6% | +5.9% |
| 6M | +13.3% | +126.4% | -113.1% | -0.2% |
| YTD | +7.4% | +103.9% | -96.5% | -5.3% |
| 1Y | +63.0% | +47.8% | +15.2% | +48.0% |
| 3Y | +206.7% | +859.1% | -652.4% | +91.5% |
| 5Y | +18.4% | -39.6% | +58.0% | -13.2% |
| All | +39.2% | -54.5% | +93.7% | -2.2% |
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