+289.5%
WFC vs OUST
-60.2%
+349.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | +1.2% |
| 7D | +0.1% | +36.7% | -36.6% | -2.0% |
| 30D | +2.9% | -3.3% | +6.3% | +2.8% |
| 3M | -1.4% | -11.1% | +9.7% | -1.3% |
| 6M | +14.3% | +53.1% | -38.7% | +8.1% |
| YTD | -6.2% | +78.2% | -84.4% | -13.1% |
| 1Y | +1.6% | +50.0% | -48.4% | -4.9% |
| 3Y | +126.9% | +836.2% | -709.3% | +78.4% |
| 5Y | +94.0% | -50.0% | +143.9% | +67.1% |
| All | +289.5% | -60.2% | +349.7% | +243.0% |
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