+62.8%
OUST vs WSM
+13.6%
+49.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.5% |
| 7D | +5.2% | -3.3% | +8.5% | +7.2% |
| 30D | -19.3% | -8.4% | -10.9% | -15.3% |
| 3M | -22.6% | +9.7% | -32.3% | -28.0% |
| 6M | +62.8% | +16.7% | +46.1% | +52.7% |
| All | +62.8% | +13.6% | +49.2% | +52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling