-64.1%
OUST vs NWSA
+90.8%
-155.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.3% | +14.3% |
| 7D | +17.0% | -9.4% | +26.4% | +25.8% |
| 30D | -16.5% | -7.8% | -8.7% | -12.0% |
| 3M | -23.7% | -10.8% | -12.9% | -18.2% |
| 6M | +18.4% | +1.1% | +17.3% | +9.2% |
| YTD | +60.8% | +1.8% | +59.0% | +45.0% |
| 1Y | +44.2% | +6.0% | +38.2% | +25.0% |
| 3Y | +668.1% | +24.6% | +643.5% | +486.3% |
| 5Y | -48.8% | +13.1% | -62.0% | -61.2% |
| All | -64.1% | +90.8% | -155.0% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling