-55.1%
OUST vs WST
-7.2%
-47.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.0% | -5.0% | -7.6% |
| 7D | -5.0% | -5.8% | +0.8% | -2.9% |
| 30D | -32.0% | +5.3% | -37.4% | -33.2% |
| 3M | -32.4% | +11.8% | -44.2% | -35.1% |
| 6M | +6.7% | +26.7% | -20.0% | -2.1% |
| YTD | +41.0% | +43.0% | -1.9% | +23.1% |
| 1Y | +18.0% | +38.9% | -20.9% | +4.0% |
| 3Y | +560.6% | +18.2% | +542.4% | +449.1% |
| 5Y | -55.1% | -1.5% | -53.6% | -62.9% |
| All | -55.1% | -7.2% | -47.9% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling