+2.1%
WBS vs OUST
+11.7%
-9.6%
-1.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | N/A |
| 7D | -1.8% | -15.9% | +14.1% | N/A |
| 30D | +2.0% | -6.7% | +8.7% | N/A |
| All | +2.1% | +11.7% | -9.6% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
6mo analysis · Full analysis span regression · Available span rolling