-60.2%
OUST vs NWSA
+92.2%
-152.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.2% | +10.3% |
| 7D | +36.7% | -10.5% | +47.2% | +48.5% |
| 30D | -3.3% | -8.8% | +5.4% | +2.8% |
| 3M | -11.1% | -6.5% | -4.6% | -8.2% |
| 6M | +53.1% | -1.3% | +54.4% | +45.5% |
| YTD | +78.2% | +2.5% | +75.7% | +60.0% |
| 1Y | +50.0% | +0.2% | +49.8% | +37.5% |
| 3Y | +836.2% | +27.6% | +808.6% | +600.1% |
| 5Y | -50.0% | +17.0% | -67.0% | -62.5% |
| All | -60.2% | +92.2% | -152.4% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling