-32.1%
WY vs OUST
-53.0%
+21.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.2% | +2.1% |
| 7D | -0.8% | -3.8% | +3.0% | -0.7% |
| 30D | +10.1% | +5.1% | +5.1% | +9.5% |
| 3M | -15.4% | -25.8% | +10.4% | -14.6% |
| 6M | -8.3% | -2.0% | -6.3% | -10.3% |
| YTD | -9.8% | +54.7% | -64.5% | -15.2% |
| 1Y | -3.9% | +48.8% | -52.7% | -9.6% |
| 3Y | -23.3% | +607.8% | -631.1% | -41.3% |
| All | -32.1% | -53.0% | +21.0% | -40.6% |
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