-55.8%
OUST vs WSM
+163.9%
-219.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -9.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.7% |
| 30D | +5.1% | +5.1% | 0.0% | +2.0% |
| 3M | -25.8% | +5.1% | -30.9% | -28.0% |
| 6M | -2.0% | +48.6% | -50.6% | -22.2% |
| YTD | +54.7% | +44.2% | +10.5% | +25.0% |
| 1Y | +48.8% | +38.1% | +10.7% | +22.8% |
| 3Y | +607.8% | +257.2% | +350.6% | +205.2% |
| All | -55.8% | +163.9% | -219.7% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling