+668.1%
OUST vs WST
+19.1%
+649.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.9% | +12.1% | +13.6% |
| 7D | +17.0% | -3.1% | +20.1% | +17.9% |
| 30D | -16.5% | +9.1% | -25.6% | -17.8% |
| 3M | -23.7% | +14.7% | -38.4% | -25.7% |
| 6M | +18.4% | +28.0% | -9.6% | +13.0% |
| YTD | +60.8% | +45.6% | +15.1% | +48.7% |
| 1Y | +44.2% | +45.7% | -1.5% | +33.3% |
| 3Y | +668.1% | +21.1% | +647.0% | +496.8% |
| All | +668.1% | +19.1% | +649.0% | +496.8% |
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 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