+931.1%
WDC vs OUST
-65.5%
+996.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.5% | +3.5% | -3.6% |
| 7D | +12.1% | -3.8% | +15.9% | +12.9% |
| 30D | -18.8% | +5.1% | -23.9% | -19.6% |
| 3M | -39.3% | -25.8% | -13.5% | -36.8% |
| 6M | -40.1% | -2.0% | -38.1% | -40.6% |
| YTD | +71.8% | +54.7% | +17.1% | +58.2% |
| 1Y | +88.5% | +48.8% | +39.7% | +74.1% |
| 3Y | +770.0% | +607.8% | +162.2% | +491.7% |
| 5Y | +549.0% | -52.7% | +601.8% | +451.0% |
| All | +931.1% | -65.5% | +996.6% | +786.7% |
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