+247.2%
WPM vs OUST
-49.1%
+296.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +14.0% | -11.1% | +2.0% |
| 7D | +16.9% | +17.0% | -0.1% | +15.6% |
| 30D | +2.0% | -16.5% | +18.5% | +2.9% |
| 3M | +8.9% | -23.7% | +32.6% | +10.2% |
| 6M | +1.6% | +18.4% | -16.8% | -1.1% |
| YTD | +16.5% | +60.8% | -44.3% | +11.1% |
| 1Y | +42.2% | +44.2% | -2.0% | +36.2% |
| 3Y | +213.3% | +668.1% | -454.8% | +160.4% |
| All | +247.2% | -49.1% | +296.3% | +219.0% |
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