+278.9%
WWD vs OUST
-64.1%
+343.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.0% | -10.6% | +2.3% |
| 7D | +4.2% | +17.0% | -12.8% | +2.8% |
| 30D | -2.1% | -16.5% | +14.4% | -1.2% |
| 3M | -13.2% | -23.7% | +10.5% | -11.9% |
| 6M | -16.9% | +18.4% | -35.2% | -20.0% |
| YTD | +5.2% | +60.8% | -55.6% | -1.8% |
| 1Y | +20.6% | +44.2% | -23.6% | +13.2% |
| 3Y | +146.3% | +668.1% | -521.8% | +93.5% |
| 5Y | +171.3% | -48.8% | +220.2% | +142.8% |
| All | +278.9% | -64.1% | +343.0% | +241.3% |
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