+27.0%
WBD vs OUST
-62.4%
+89.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -1.8% | +5.2% | -7.0% | -2.4% |
| 30D | +8.8% | -19.3% | +28.0% | +11.3% |
| 3M | +4.6% | -22.6% | +27.3% | +5.0% |
| 6M | +1.1% | +62.8% | -61.7% | -10.2% |
| YTD | -2.0% | +68.3% | -70.3% | -14.1% |
| 1Y | +140.0% | +28.5% | +111.5% | +114.5% |
| 3Y | +144.4% | +554.0% | -409.7% | +55.2% |
| 5Y | -0.2% | -56.2% | +56.0% | -27.1% |
| All | +27.0% | -62.4% | +89.5% | -11.2% |
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