+25.7%
WWD vs OUST
+40.1%
-14.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | +0.2% |
| 7D | +4.0% | -3.8% | +7.7% | +4.3% |
| 30D | +0.4% | +5.1% | -4.6% | -0.3% |
| 3M | -7.9% | -25.8% | +17.9% | -6.2% |
| 6M | -10.6% | -2.0% | -8.6% | -13.2% |
| YTD | +9.4% | +54.7% | -45.3% | -2.9% |
| 1Y | +25.7% | +48.8% | -23.1% | +11.9% |
| All | +25.7% | +40.1% | -14.4% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling