-60.2%
OUST vs WSM
+491.1%
-551.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.0% | +7.8% | +9.4% |
| 7D | +36.7% | +0.9% | +35.8% | +36.6% |
| 30D | -3.3% | +8.6% | -11.9% | -7.2% |
| 3M | -11.1% | +4.2% | -15.4% | -13.0% |
| 6M | +53.1% | +44.6% | +8.4% | +26.8% |
| YTD | +78.2% | +48.5% | +29.7% | +46.5% |
| 1Y | +50.0% | +34.7% | +15.4% | +29.0% |
| 3Y | +836.2% | +271.0% | +565.1% | +375.0% |
| 5Y | -50.0% | +180.9% | -230.9% | -74.6% |
| All | -60.2% | +491.1% | -551.3% | -80.1% |
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