+108.1%
WM vs OUST
-62.4%
+170.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -0.3% | +5.2% | -5.5% | -0.2% |
| 30D | -2.4% | -19.3% | +16.9% | -2.6% |
| 3M | +0.4% | -22.6% | +23.1% | +0.4% |
| 6M | -9.5% | +62.8% | -72.3% | -9.3% |
| YTD | +0.5% | +68.3% | -67.8% | +0.8% |
| 1Y | -1.1% | +28.5% | -29.6% | -0.8% |
| 3Y | +46.0% | +554.0% | -508.0% | +45.1% |
| 5Y | +51.8% | -56.2% | +108.0% | +50.0% |
| All | +108.1% | -62.4% | +170.5% | +103.6% |
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