+365.2%
WMB vs OUST
-65.4%
+430.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +15.7% | -22.1% | -6.9% |
| 7D | -8.6% | -0.2% | -8.4% | -8.7% |
| 30D | -4.2% | -24.0% | +19.8% | -3.3% |
| 3M | -4.4% | -29.9% | +25.5% | -3.4% |
| 6M | -8.7% | +19.1% | -27.8% | -10.8% |
| YTD | +15.4% | +55.0% | -39.6% | +10.8% |
| 1Y | +23.7% | +21.2% | +2.6% | +20.0% |
| 3Y | +110.4% | +626.0% | -515.6% | +81.1% |
| 5Y | +198.9% | -51.6% | +250.5% | +177.5% |
| All | +365.2% | -65.4% | +430.6% | +338.4% |
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