+184.9%
WPM vs OUST
-64.1%
+249.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +14.0% | -11.1% | +2.0% |
| 7D | +16.9% | +17.0% | -0.1% | +15.7% |
| 30D | +2.0% | -16.5% | +18.5% | +2.8% |
| 3M | +8.9% | -23.7% | +32.6% | +10.1% |
| 6M | +1.6% | +18.4% | -16.8% | -0.8% |
| YTD | +16.5% | +60.8% | -44.3% | +11.7% |
| 1Y | +42.2% | +44.2% | -2.0% | +36.7% |
| 3Y | +213.3% | +668.1% | -454.8% | +166.7% |
| 5Y | +249.9% | -48.8% | +298.8% | +212.6% |
| All | +184.9% | -64.1% | +249.0% | +166.3% |
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