+87.7%
WDC vs OUST
+46.4%
+41.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | +0.9% |
| 7D | +16.3% | +19.9% | -3.6% | +8.3% |
| 30D | -18.3% | +3.6% | -21.9% | -20.0% |
| 3M | -31.4% | -20.6% | -10.8% | -27.1% |
| 6M | -36.3% | +35.1% | -71.3% | -45.2% |
| YTD | +80.8% | +69.1% | +11.7% | +35.6% |
| 1Y | +87.7% | +49.9% | +37.8% | +47.4% |
| All | +87.7% | +46.4% | +41.3% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling