+577.1%
OUST vs NWSA
+47.8%
+529.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | +5.2% | -1.9% | +7.1% | +6.4% |
| 30D | -19.3% | +4.6% | -23.8% | -21.6% |
| 3M | -22.6% | +13.2% | -35.9% | -31.0% |
| 6M | +62.8% | +27.0% | +35.8% | +27.8% |
| YTD | +68.3% | +16.8% | +51.5% | +42.7% |
| 1Y | +28.5% | +4.5% | +24.0% | +23.9% |
| All | +577.1% | +47.8% | +529.3% | +321.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling