-48.3%
OUST vs NWSA
+15.3%
-63.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.2% | -2.4% |
| 7D | +19.9% | -0.8% | +20.7% | +20.8% |
| 30D | +3.6% | -11.3% | +14.9% | +14.0% |
| 3M | -20.6% | -8.1% | -12.6% | -16.6% |
| 6M | +35.1% | -0.7% | +35.7% | +25.7% |
| YTD | +69.1% | +1.3% | +67.8% | +49.7% |
| 1Y | +49.9% | -1.3% | +51.2% | +36.6% |
| 3Y | +642.4% | +28.4% | +614.0% | +403.1% |
| 5Y | -48.3% | +15.3% | -63.6% | -66.3% |
| All | -48.3% | +15.3% | -63.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling