+724.2%
WDC vs OUST
+537.2%
+187.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -9.0% | -8.4% | -15.6% |
| 7D | -32.3% | -5.0% | -27.3% | -31.7% |
| 30D | -34.9% | -32.0% | -2.8% | -30.1% |
| 3M | -48.4% | -32.4% | -16.1% | -45.0% |
| 6M | -42.4% | +6.7% | -49.2% | -43.3% |
| YTD | +55.5% | +41.0% | +14.5% | +46.3% |
| 1Y | +67.5% | +18.0% | +49.5% | +60.3% |
| All | +724.2% | +537.2% | +187.0% | +520.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling