+130.3%
WM vs OUST
-68.5%
+198.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.0% | +10.2% | +1.0% |
| 7D | +4.5% | -5.0% | +9.5% | +4.4% |
| 30D | +16.1% | -32.0% | +48.1% | +15.6% |
| 3M | +8.0% | -32.4% | +40.4% | +7.7% |
| 6M | +8.4% | +6.7% | +1.7% | +8.5% |
| YTD | +11.2% | +41.0% | -29.8% | +11.4% |
| 1Y | +22.3% | +18.0% | +4.3% | +22.5% |
| 3Y | +50.2% | +560.6% | -510.4% | +49.0% |
| 5Y | +63.3% | -55.1% | +118.4% | +61.2% |
| All | +130.3% | -68.5% | +198.8% | +125.0% |
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