+23.1%
WWD vs OUST
+42.6%
-19.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.8% | -5.9% | +3.9% |
| 7D | +4.2% | +36.7% | -32.5% | +1.1% |
| 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% | -17.7% |
| YTD | +10.4% | +78.2% | -67.8% | -4.1% |
| All | +23.1% | +42.6% | -19.5% | +9.3% |
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 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