+142.3%
WMB vs OUST
+554.0%
-411.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | +0.1% |
| 7D | +0.6% | +5.2% | -4.7% | +0.4% |
| 30D | +3.3% | -19.3% | +22.5% | +3.9% |
| 3M | +3.1% | -22.6% | +25.8% | +3.3% |
| 6M | -0.7% | +62.8% | -63.5% | -4.4% |
| YTD | +25.2% | +68.3% | -43.2% | +20.0% |
| 1Y | +32.9% | +28.5% | +4.3% | +28.1% |
| All | +142.3% | +554.0% | -411.7% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling