+48.9%
OUST vs NWSA
-0.1%
+49.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +31.9% | -9.7% | +41.6% | +28.8% |
| 30D | -4.2% | -8.6% | +4.4% | -5.6% |
| 3M | -9.3% | -6.3% | -3.0% | -8.7% |
| 6M | +51.7% | -1.2% | +52.9% | +62.4% |
| YTD | +76.6% | +2.6% | +74.0% | +92.3% |
| 1Y | +48.9% | 0.0% | +48.8% | +65.3% |
| All | +48.9% | -0.1% | +49.0% | +65.3% |
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