+577.1%
OUST vs WSM
+233.0%
+344.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.7% |
| 7D | +5.2% | -3.3% | +8.5% | +6.9% |
| 30D | -19.3% | -8.4% | -10.9% | -15.9% |
| 3M | -22.6% | +9.7% | -32.3% | -26.6% |
| 6M | +62.8% | +16.7% | +46.1% | +50.2% |
| YTD | +68.3% | +28.7% | +39.7% | +48.6% |
| 1Y | +28.5% | +13.7% | +14.9% | +19.8% |
| All | +577.1% | +233.0% | +344.1% | +276.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling