+30.0%
WEC vs OUST
-62.4%
+92.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -0.3% | +5.2% | -5.5% | -0.2% |
| 30D | -1.3% | -19.3% | +18.0% | -1.4% |
| 3M | -3.9% | -22.6% | +18.7% | -4.0% |
| 6M | -8.3% | +62.8% | -71.1% | -8.1% |
| YTD | +3.1% | +68.3% | -65.3% | +3.3% |
| 1Y | +1.9% | +28.5% | -26.6% | +2.2% |
| 3Y | +41.9% | +554.0% | -512.1% | +42.3% |
| 5Y | +30.8% | -56.2% | +87.0% | +22.1% |
| All | +30.0% | -62.4% | +92.4% | +18.2% |
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