-14.5%
WDAY vs OUST
-64.1%
+49.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +14.0% | -17.6% | -4.7% |
| 7D | -2.5% | +17.0% | -19.5% | -3.9% |
| 30D | +4.7% | -16.5% | +21.2% | +5.7% |
| 3M | +13.3% | -23.7% | +37.0% | +14.6% |
| 6M | +57.3% | +18.4% | +38.9% | +47.2% |
| YTD | -10.2% | +60.8% | -71.0% | -19.5% |
| 1Y | -14.1% | +44.2% | -58.3% | -22.4% |
| 3Y | -11.7% | +668.1% | -679.8% | -43.0% |
| 5Y | -33.5% | -48.8% | +15.4% | -41.3% |
| All | -14.5% | -64.1% | +49.6% | -21.6% |
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