-64.1%
OUST vs WSM
+473.9%
-538.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +14.9% |
| 7D | +17.0% | +0.5% | +16.5% | +16.9% |
| 30D | -16.5% | +6.0% | -22.5% | -19.0% |
| 3M | -23.7% | +3.2% | -26.9% | -25.1% |
| 6M | +18.4% | +37.1% | -18.7% | +0.7% |
| YTD | +60.8% | +44.2% | +16.6% | +33.9% |
| 1Y | +44.2% | +34.2% | +10.0% | +24.2% |
| 3Y | +668.1% | +249.3% | +418.8% | +300.9% |
| 5Y | -48.8% | +169.3% | -218.1% | -73.6% |
| All | -64.1% | +473.9% | -538.0% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling