+117.7%
WFC vs OUST
+626.4%
-508.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -1.4% |
| 7D | +1.2% | +17.0% | -15.8% | 0.0% |
| 30D | +5.2% | -16.5% | +21.7% | +6.2% |
| 3M | -3.0% | -23.7% | +20.6% | -1.8% |
| 6M | +6.2% | +18.4% | -12.2% | +1.5% |
| YTD | -7.9% | +60.8% | -68.7% | -15.2% |
| 1Y | +0.3% | +44.2% | -43.9% | -7.1% |
| 3Y | +117.7% | +668.1% | -550.4% | +65.0% |
| All | +117.7% | +626.4% | -508.7% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling