+307.4%
WFC vs OUST
-62.4%
+369.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +3.8% | +5.2% | -1.4% | +3.4% |
| 30D | +1.5% | -19.3% | +20.7% | +2.7% |
| 3M | +10.9% | -22.6% | +33.5% | +11.1% |
| 6M | +8.4% | +62.8% | -54.4% | +2.0% |
| YTD | -1.9% | +68.3% | -70.2% | -8.2% |
| 1Y | +12.3% | +28.5% | -16.2% | +6.3% |
| 3Y | +132.3% | +554.0% | -421.7% | +87.0% |
| 5Y | +130.1% | -56.2% | +186.3% | +100.3% |
| All | +307.4% | -62.4% | +369.9% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling