-60.6%
OUST vs WSM
+492.0%
-552.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +14.0% | -3.0% | +16.9% | +15.8% |
| 30D | +2.5% | +10.1% | -7.5% | -2.3% |
| 3M | -15.3% | +4.9% | -20.2% | -17.4% |
| 6M | +42.6% | +49.8% | -7.2% | +16.3% |
| YTD | +76.6% | +48.7% | +27.9% | +45.1% |
| 1Y | +54.1% | +38.7% | +15.3% | +30.6% |
| 3Y | +675.3% | +269.5% | +405.7% | +294.0% |
| 5Y | -45.1% | +179.0% | -224.1% | -72.1% |
| All | -60.6% | +492.0% | -552.6% | -80.3% |
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