-62.6%
OUST vs WSM
+412.4%
-475.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +4.0% | +2.6% | +1.4% | +2.8% |
| 30D | -14.0% | -9.3% | -4.7% | -9.9% |
| 3M | -5.9% | +7.1% | -13.0% | -9.5% |
| 6M | +76.4% | +21.7% | +54.6% | +59.5% |
| YTD | +67.5% | +28.7% | +38.7% | +47.7% |
| 1Y | +27.1% | +13.9% | +13.3% | +18.5% |
| 3Y | +619.0% | +232.2% | +386.9% | +283.8% |
| 5Y | -54.9% | +176.4% | -231.3% | -75.9% |
| All | -62.6% | +412.4% | -475.0% | -79.9% |
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 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