-21.1%
WY vs OUST
-56.2%
+35.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | -1.7% | +5.2% | -7.0% | -2.0% |
| 30D | -10.1% | -19.3% | +9.2% | -9.2% |
| 3M | -5.1% | -22.6% | +17.5% | -5.1% |
| 6M | -4.8% | +62.8% | -67.6% | -10.0% |
| YTD | -0.2% | +68.3% | -68.6% | -6.2% |
| 1Y | -6.6% | +28.5% | -35.2% | -11.5% |
| 3Y | -22.7% | +554.0% | -576.8% | -40.5% |
| All | -21.1% | -56.2% | +35.0% | -26.5% |
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