-9.6%
WY vs OUST
-64.1%
+54.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -3.7% |
| 7D | +3.1% | +17.0% | -13.9% | +2.2% |
| 30D | +13.0% | -16.5% | +29.5% | +13.6% |
| 3M | -16.8% | -23.7% | +6.9% | -16.1% |
| 6M | -11.2% | +18.4% | -29.5% | -14.2% |
| YTD | -9.1% | +60.8% | -69.9% | -14.4% |
| 1Y | -4.8% | +44.2% | -49.0% | -9.9% |
| 3Y | -25.3% | +668.1% | -693.4% | -42.0% |
| 5Y | -33.2% | -48.8% | +15.7% | -41.3% |
| All | -9.6% | -64.1% | +54.5% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling