+234.5%
WPM vs OUST
-49.4%
+283.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -5.0% |
| 7D | +16.4% | +31.9% | -15.5% | +14.1% |
| 30D | -1.5% | -4.2% | +2.7% | -1.5% |
| 3M | +2.6% | -9.3% | +11.8% | +2.7% |
| 6M | -1.3% | +51.7% | -53.0% | -5.3% |
| YTD | +16.8% | +76.6% | -59.9% | +10.6% |
| 1Y | +34.1% | +48.9% | -14.8% | +27.9% |
| 3Y | +225.1% | +675.3% | -450.1% | +169.4% |
| 5Y | +234.5% | -44.0% | +278.5% | +211.7% |
| All | +234.5% | -49.4% | +283.9% | +211.7% |
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 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