+584.9%
WDC vs OUST
-50.0%
+634.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.8% | -1.0% | +7.9% |
| 7D | -14.4% | +36.7% | -51.1% | -19.4% |
| 30D | -27.1% | -3.3% | -23.7% | -26.9% |
| 3M | -33.3% | -11.1% | -22.1% | -32.5% |
| 6M | -39.6% | +53.1% | -92.6% | -44.4% |
| YTD | +68.4% | +78.2% | -9.8% | +50.1% |
| 1Y | +78.2% | +50.0% | +28.1% | +62.2% |
| 3Y | +772.0% | +836.2% | -64.1% | +443.7% |
| 5Y | +584.9% | -50.0% | +634.9% | +528.1% |
| All | +584.9% | -50.0% | +634.9% | +528.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling