-62.4%
OUST vs WST
+17.9%
-80.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | -19.3% | -3.1% | -16.1% | -18.4% |
| 3M | -22.6% | +7.2% | -29.8% | -24.2% |
| 6M | +62.8% | +36.8% | +26.0% | +44.9% |
| YTD | +68.3% | +23.8% | +44.5% | +55.1% |
| 1Y | +28.5% | +37.8% | -9.2% | +13.9% |
| 3Y | +554.0% | -15.9% | +569.9% | +546.9% |
| 5Y | -56.2% | -25.8% | -30.4% | -59.4% |
| All | -62.4% | +17.9% | -80.3% | -73.2% |
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