+32.5%
OUST vs WSM
+14.1%
+18.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +12.7% | +2.6% | +10.1% | +10.9% |
| 30D | -13.6% | -9.5% | -4.1% | -8.1% |
| 3M | -8.3% | +12.9% | -21.2% | -17.0% |
| 6M | +85.0% | +23.0% | +61.9% | +57.5% |
| YTD | +73.2% | +28.9% | +44.3% | +42.3% |
| 1Y | +32.5% | +13.7% | +18.8% | +13.4% |
| All | +32.5% | +14.1% | +18.4% | +13.4% |
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