+127.6%
WM vs OUST
-65.4%
+193.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +15.7% | -14.1% | +1.8% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | +15.4% | -24.0% | +39.4% | +15.1% |
| 3M | +6.3% | -29.9% | +36.2% | +6.1% |
| 6M | +5.6% | +19.1% | -13.6% | +5.8% |
| YTD | +9.9% | +55.0% | -45.1% | +10.2% |
| 1Y | +20.8% | +21.2% | -0.3% | +21.1% |
| 3Y | +48.5% | +626.0% | -577.5% | +47.5% |
| 5Y | +60.6% | -51.6% | +112.2% | +58.7% |
| All | +127.6% | -65.4% | +193.0% | +122.7% |
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