+18.4%
OUST vs NWSA
+3.0%
+15.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.3% | +13.8% |
| 7D | +17.0% | -9.4% | +26.4% | +13.8% |
| 30D | -16.5% | -7.8% | -8.7% | -16.5% |
| 3M | -23.7% | -10.8% | -12.9% | -26.6% |
| 6M | +18.4% | +1.1% | +17.3% | +52.3% |
| All | +18.4% | +3.0% | +15.3% | +52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling