+21.2%
OUST vs NWSA
+18.2%
+2.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.7% | +12.0% | +17.3% |
| 7D | -0.2% | +4.3% | -4.5% | +1.5% |
| 30D | -24.0% | +5.6% | -29.5% | -22.1% |
| 3M | -29.9% | +7.3% | -37.1% | -27.3% |
| 6M | +19.1% | +18.8% | +0.3% | +28.1% |
| YTD | +55.0% | +17.9% | +37.1% | +70.8% |
| 1Y | +21.2% | +19.3% | +1.8% | +31.8% |
| All | +21.2% | +18.2% | +2.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling