-62.4%
OUST vs WSM
+412.2%
-474.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +50.3% |
| YTD | +68.3% | +28.7% | +39.7% | +48.5% |
| 1Y | +28.5% | +13.7% | +14.9% | +19.9% |
| 3Y | +554.0% | +230.1% | +323.9% | +250.1% |
| 5Y | -56.2% | +179.0% | -235.2% | -76.6% |
| All | -62.4% | +412.2% | -474.6% | -79.8% |
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