+297.5%
WWD vs OUST
-60.2%
+357.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.8% | -5.9% | +4.1% |
| 7D | +4.2% | +36.7% | -32.5% | +1.6% |
| 30D | -0.8% | -3.3% | +2.6% | -0.9% |
| 3M | -8.2% | -11.1% | +2.9% | -7.9% |
| 6M | -9.8% | +53.1% | -62.9% | -14.9% |
| YTD | +10.4% | +78.2% | -67.8% | +2.2% |
| 1Y | +25.5% | +50.0% | -24.5% | +17.4% |
| 3Y | +155.8% | +836.2% | -680.4% | +98.1% |
| 5Y | +187.3% | -50.0% | +237.3% | +157.2% |
| All | +297.5% | -60.2% | +357.8% | +255.3% |
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