+43.6%
WEC vs OUST
-60.6%
+104.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +1.4% | +31.9% | -30.5% | +1.6% |
| 30D | +12.8% | -4.2% | +17.0% | +12.8% |
| 3M | +11.2% | -9.3% | +20.5% | +11.3% |
| 6M | +6.6% | +51.7% | -45.1% | +6.9% |
| YTD | +13.8% | +76.6% | -62.8% | +14.3% |
| 1Y | +7.6% | +48.9% | -41.2% | +8.0% |
| 3Y | +62.2% | +675.3% | -613.0% | +63.0% |
| 5Y | +52.0% | -44.0% | +96.0% | +43.1% |
| All | +43.6% | -60.6% | +104.2% | +30.6% |
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