-11.8%
WY vs OUST
-62.3%
+50.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.7% |
| 7D | -5.4% | +19.9% | -25.3% | -6.3% |
| 30D | +7.9% | +3.6% | +4.3% | +7.4% |
| 3M | -16.6% | -20.6% | +4.0% | -16.1% |
| 6M | -11.2% | +35.1% | -46.2% | -14.8% |
| YTD | -11.3% | +69.1% | -80.5% | -16.8% |
| 1Y | -5.5% | +49.9% | -55.5% | -10.9% |
| 3Y | -25.4% | +642.4% | -667.8% | -41.7% |
| 5Y | -32.4% | -48.3% | +15.9% | -40.6% |
| All | -11.8% | -62.3% | +50.4% | -21.9% |
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