+21.2%
OUST vs WSM
+44.0%
-22.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +6.5% | +9.3% | +11.8% |
| 7D | -0.2% | +8.0% | -8.2% | -4.6% |
| 30D | -24.0% | +13.5% | -37.5% | -29.9% |
| 3M | -29.9% | +8.8% | -38.7% | -33.8% |
| 6M | +19.1% | +54.7% | -35.6% | -13.1% |
| YTD | +55.0% | +53.3% | +1.7% | +13.1% |
| 1Y | +21.2% | +41.1% | -19.9% | -6.9% |
| All | +21.2% | +44.0% | -22.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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