-65.4%
OUST vs WST
+41.8%
-107.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +0.4% | +15.3% | +15.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | -24.0% | +8.5% | -32.5% | -26.1% |
| 3M | -29.9% | +17.2% | -47.1% | -33.8% |
| 6M | +19.1% | +36.3% | -17.1% | +6.7% |
| YTD | +55.0% | +48.9% | +6.1% | +33.6% |
| 1Y | +21.2% | +42.9% | -21.7% | +5.9% |
| 3Y | +626.0% | +23.1% | +602.9% | +500.2% |
| 5Y | -51.6% | -4.4% | -47.2% | -58.7% |
| All | -65.4% | +41.8% | -107.2% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling