+908.6%
WDC vs OUST
-60.6%
+969.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -16.7% | +31.9% | -48.6% | -20.7% |
| 30D | -27.2% | -4.2% | -23.0% | -26.9% |
| 3M | -34.0% | -9.3% | -24.7% | -33.5% |
| 6M | -39.7% | +51.7% | -91.4% | -44.1% |
| YTD | +68.1% | +76.6% | -8.6% | +51.3% |
| 1Y | +66.3% | +48.9% | +17.4% | +52.7% |
| 3Y | +754.4% | +675.3% | +79.2% | +471.4% |
| 5Y | +595.8% | -44.0% | +639.8% | +476.2% |
| All | +908.6% | -60.6% | +969.2% | +748.4% |
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