+42.2%
WEC vs OUST
-64.1%
+106.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -2.0% |
| 7D | -0.2% | +17.0% | -17.2% | -0.1% |
| 30D | +12.3% | -16.5% | +28.8% | +12.2% |
| 3M | +8.3% | -23.7% | +31.9% | +8.2% |
| 6M | +3.5% | +18.4% | -14.9% | +3.6% |
| YTD | +12.7% | +60.8% | -48.1% | +13.1% |
| 1Y | +8.2% | +44.2% | -36.0% | +8.5% |
| 3Y | +55.9% | +668.1% | -612.2% | +56.7% |
| 5Y | +51.2% | -48.8% | +100.1% | +42.5% |
| All | +42.2% | -64.1% | +106.3% | +29.3% |
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