-15.7%
WDAY vs OUST
-60.2%
+44.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -2.2% |
| 7D | -4.0% | +36.7% | -40.7% | -6.6% |
| 30D | +1.9% | -3.3% | +5.3% | +1.7% |
| 3M | +5.9% | -11.1% | +17.0% | +5.8% |
| 6M | +48.8% | +53.1% | -4.3% | +36.3% |
| YTD | -11.4% | +78.2% | -89.7% | -21.3% |
| 1Y | -15.5% | +50.0% | -65.5% | -23.8% |
| 3Y | -15.6% | +836.2% | -851.8% | -46.7% |
| 5Y | -35.2% | -50.0% | +14.8% | -42.2% |
| All | -15.7% | -60.2% | +44.5% | -23.3% |
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