-64.1%
OUST vs WST
+38.6%
-102.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.9% | +12.1% | +13.4% |
| 7D | +17.0% | -3.1% | +20.1% | +18.5% |
| 30D | -16.5% | +9.1% | -25.6% | -18.9% |
| 3M | -23.7% | +14.7% | -38.4% | -27.3% |
| 6M | +18.4% | +28.0% | -9.6% | +8.5% |
| YTD | +60.8% | +45.6% | +15.1% | +39.9% |
| 1Y | +44.2% | +45.7% | -1.5% | +25.4% |
| 3Y | +668.1% | +21.1% | +647.0% | +538.7% |
| 5Y | -48.8% | +0.3% | -49.2% | -56.7% |
| All | -64.1% | +38.6% | -102.8% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling