+304.3%
WWD vs OUST
-60.6%
+364.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.7% | +14.0% | -10.2% | +2.7% |
| 30D | +1.8% | +2.5% | -0.7% | +1.3% |
| 3M | -5.0% | -15.3% | +10.3% | -4.3% |
| 6M | -8.4% | +42.6% | -51.0% | -13.1% |
| YTD | +12.3% | +76.6% | -64.3% | +4.0% |
| 1Y | +26.2% | +54.1% | -27.8% | +17.9% |
| 3Y | +154.6% | +675.3% | -520.7% | +99.9% |
| 5Y | +195.3% | -45.1% | +240.3% | +162.9% |
| All | +304.3% | -60.6% | +364.8% | +261.5% |
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