+260.8%
WPM vs OUST
-56.2%
+317.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.2% |
| 7D | +1.1% | +5.2% | -4.2% | +0.8% |
| 30D | +26.4% | -19.3% | +45.6% | +27.8% |
| 3M | +20.8% | -22.6% | +43.5% | +21.2% |
| 6M | +1.1% | +62.8% | -61.7% | -3.2% |
| YTD | +32.5% | +68.3% | -35.9% | +26.4% |
| 1Y | +51.5% | +28.5% | +23.0% | +45.3% |
| 3Y | +267.0% | +554.0% | -287.0% | +208.7% |
| All | +260.8% | -56.2% | +317.0% | +212.0% |
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