+820.0%
WDC vs OUST
-64.1%
+884.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -3.8% |
| 7D | -28.0% | +17.0% | -44.9% | -30.0% |
| 30D | -34.9% | -16.5% | -18.4% | -33.2% |
| 3M | -41.6% | -23.7% | -17.9% | -39.5% |
| 6M | -45.4% | +18.4% | -63.7% | -47.6% |
| YTD | +53.3% | +60.8% | -7.5% | +40.1% |
| 1Y | +61.5% | +44.2% | +17.3% | +49.4% |
| 3Y | +712.3% | +668.1% | +44.2% | +444.2% |
| 5Y | +524.2% | -48.8% | +573.1% | +424.4% |
| All | +820.0% | -64.1% | +884.1% | +685.7% |
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