-62.3%
OUST vs WSM
+465.6%
-527.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.2% | -2.1% |
| 7D | +19.9% | -3.2% | +23.1% | +21.8% |
| 30D | +3.6% | +4.6% | -1.1% | +1.2% |
| 3M | -20.6% | +2.4% | -23.1% | -21.6% |
| 6M | +35.1% | +43.7% | -8.6% | +12.4% |
| YTD | +69.1% | +42.1% | +27.0% | +42.1% |
| 1Y | +49.9% | +32.3% | +17.7% | +30.1% |
| 3Y | +642.4% | +253.0% | +389.4% | +285.8% |
| 5Y | -48.3% | +161.3% | -209.6% | -73.0% |
| All | -62.3% | +465.6% | -527.8% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling