+132.3%
WMT vs OUST
-56.2%
+188.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +3.9% | +5.2% | -1.3% | +3.9% |
| 30D | -4.4% | -19.3% | +14.9% | -4.3% |
| 3M | -8.8% | -22.6% | +13.9% | -8.8% |
| 6M | -15.6% | +62.8% | -78.4% | -16.8% |
| YTD | -3.2% | +68.3% | -71.6% | -4.7% |
| 1Y | +7.0% | +28.5% | -21.5% | +5.7% |
| 3Y | +105.3% | +554.0% | -448.7% | +92.0% |
| All | +132.3% | -56.2% | +188.5% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling