+43.7%
WEC vs OUST
-60.2%
+104.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | +1.2% |
| 7D | +0.2% | +36.7% | -36.5% | +0.4% |
| 30D | +12.9% | -3.3% | +16.3% | +13.0% |
| 3M | +9.8% | -11.1% | +20.9% | +9.8% |
| 6M | +6.7% | +53.1% | -46.3% | +7.1% |
| YTD | +14.0% | +78.2% | -64.3% | +14.4% |
| 1Y | +7.3% | +50.0% | -42.7% | +7.7% |
| 3Y | +63.8% | +836.2% | -772.4% | +64.9% |
| 5Y | +54.8% | -50.0% | +104.7% | +45.0% |
| All | +43.7% | -60.2% | +104.0% | +30.8% |
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