-11.0%
WY vs OUST
-60.6%
+49.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.1% | +14.0% | -19.0% | -5.7% |
| 30D | +9.0% | +2.5% | +6.5% | +8.6% |
| 3M | -16.7% | -15.3% | -1.4% | -16.5% |
| 6M | -10.3% | +42.6% | -52.9% | -14.1% |
| YTD | -10.5% | +76.6% | -87.1% | -16.2% |
| 1Y | -5.9% | +54.1% | -59.9% | -11.3% |
| 3Y | -24.7% | +675.3% | -700.0% | -41.3% |
| 5Y | -31.5% | -45.1% | +13.6% | -40.0% |
| All | -11.0% | -60.6% | +49.6% | -21.3% |
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