+577.1%
OUST vs WST
-15.6%
+592.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +5.2% | +0.7% | +4.5% | +5.1% |
| 30D | -19.3% | -3.1% | -16.1% | -18.7% |
| 3M | -22.6% | +7.2% | -29.8% | -23.4% |
| 6M | +62.8% | +36.8% | +26.0% | +52.2% |
| YTD | +68.3% | +23.8% | +44.5% | +60.4% |
| 1Y | +28.5% | +37.8% | -9.2% | +20.3% |
| All | +577.1% | -15.6% | +592.8% | +537.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling