+185.1%
WMT vs OUST
-64.1%
+249.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -1.8% |
| 7D | +1.6% | +17.0% | -15.4% | +1.6% |
| 30D | +16.1% | -16.5% | +32.5% | +16.1% |
| 3M | +12.3% | -23.7% | +35.9% | +12.4% |
| 6M | -3.1% | +18.4% | -21.5% | -3.7% |
| YTD | +13.4% | +60.8% | -47.4% | +12.0% |
| 1Y | +24.5% | +44.2% | -19.7% | +23.1% |
| 3Y | +135.7% | +668.1% | -532.4% | +124.1% |
| 5Y | +166.8% | -48.8% | +215.7% | +155.0% |
| All | +185.1% | -64.1% | +249.2% | +169.7% |
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