+373.6%
WMB vs OUST
-65.5%
+439.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.5% | +8.0% | -0.2% |
| 7D | +7.8% | -3.8% | +11.6% | +7.9% |
| 30D | -5.1% | +5.1% | -10.1% | -5.4% |
| 3M | -4.7% | -25.8% | +21.1% | -4.0% |
| 6M | -7.4% | -2.0% | -5.4% | -8.7% |
| YTD | +17.5% | +54.7% | -37.2% | +12.8% |
| 1Y | +19.5% | +48.8% | -29.3% | +14.8% |
| 3Y | +121.3% | +607.8% | -486.5% | +90.7% |
| 5Y | +200.5% | -52.7% | +253.2% | +179.2% |
| All | +373.6% | -65.5% | +439.1% | +346.1% |
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