+175.4%
WPM vs OUST
-62.3%
+237.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.5% | -2.5% |
| 7D | -0.5% | +19.9% | -20.4% | -1.6% |
| 30D | -3.1% | +3.6% | -6.7% | -3.5% |
| 3M | -2.2% | -20.6% | +18.5% | -1.3% |
| 6M | -7.4% | +35.1% | -42.5% | -10.2% |
| YTD | +12.6% | +69.1% | -56.5% | +7.6% |
| 1Y | +22.8% | +49.9% | -27.1% | +17.8% |
| 3Y | +213.6% | +642.4% | -428.7% | +167.4% |
| 5Y | +211.2% | -48.3% | +259.5% | +177.4% |
| All | +175.4% | -62.3% | +237.7% | +156.7% |
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 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