+200.8%
WPM vs OUST
-60.2%
+261.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.8% | -5.3% | +4.9% |
| 7D | +20.8% | +36.7% | -15.9% | +18.5% |
| 30D | +3.8% | -3.3% | +7.1% | +3.7% |
| 3M | +7.4% | -11.1% | +18.5% | +7.6% |
| 6M | +4.0% | +53.1% | -49.1% | +0.1% |
| YTD | +23.0% | +78.2% | -55.2% | +17.1% |
| 1Y | +45.9% | +50.0% | -4.1% | +39.8% |
| 3Y | +242.9% | +836.2% | -593.2% | +189.0% |
| 5Y | +259.5% | -50.0% | +309.5% | +219.8% |
| All | +200.8% | -60.2% | +261.0% | +179.4% |
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 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