+339.3%
WMB vs OUST
-64.1%
+403.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -0.8% |
| 7D | -13.8% | +17.0% | -30.8% | -14.4% |
| 30D | -10.3% | -16.5% | +6.2% | -9.9% |
| 3M | -10.1% | -23.7% | +13.6% | -9.5% |
| 6M | -11.8% | +18.4% | -30.2% | -13.9% |
| YTD | +8.9% | +60.8% | -51.8% | +4.5% |
| 1Y | +14.0% | +44.2% | -30.2% | +9.7% |
| 3Y | +100.5% | +668.1% | -567.6% | +72.1% |
| 5Y | +179.5% | -48.8% | +228.3% | +158.8% |
| All | +339.3% | -64.1% | +403.4% | +313.3% |
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