+296.3%
WWD vs OUST
-62.3%
+358.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.3% | -1.6% |
| 7D | +8.2% | +19.9% | -11.8% | +6.6% |
| 30D | -0.2% | +3.6% | -3.8% | -0.8% |
| 3M | -8.4% | -20.6% | +12.2% | -7.4% |
| 6M | -9.5% | +35.1% | -44.6% | -13.8% |
| YTD | +10.1% | +69.1% | -59.1% | +2.3% |
| 1Y | +21.6% | +49.9% | -28.4% | +13.8% |
| 3Y | +149.6% | +642.4% | -492.8% | +96.7% |
| 5Y | +191.3% | -48.3% | +239.6% | +160.6% |
| All | +296.3% | -62.3% | +358.6% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling