+362.4%
WMB vs OUST
-60.6%
+423.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -6.9% | +31.9% | -38.8% | -8.0% |
| 30D | -7.2% | -4.2% | -3.0% | -7.2% |
| 3M | -5.4% | -9.3% | +3.9% | -5.4% |
| 6M | -4.9% | +51.7% | -56.5% | -8.0% |
| YTD | +14.7% | +76.6% | -61.9% | +9.6% |
| 1Y | +14.7% | +48.9% | -34.2% | +10.3% |
| 3Y | +116.4% | +675.3% | -558.9% | +85.9% |
| 5Y | +198.5% | -44.0% | +242.6% | +175.6% |
| All | +362.4% | -60.6% | +423.0% | +333.5% |
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