-11.1%
WY vs OUST
-60.6%
+49.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +0.2% | +31.9% | -31.7% | -1.2% |
| 30D | +8.0% | -4.2% | +12.2% | +7.9% |
| 3M | -17.7% | -9.3% | -8.4% | -17.7% |
| 6M | -10.8% | +51.7% | -62.4% | -14.9% |
| YTD | -10.6% | +76.6% | -87.2% | -16.2% |
| 1Y | -5.7% | +48.9% | -54.6% | -10.9% |
| 3Y | -24.8% | +675.3% | -700.0% | -41.4% |
| 5Y | -31.7% | -44.0% | +12.3% | -40.2% |
| All | -11.1% | -60.6% | +49.5% | -21.4% |
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