+170.2%
WWD vs OUST
+554.0%
-383.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +1.3% | +5.2% | -3.9% | +0.9% |
| 30D | -7.2% | -19.3% | +12.1% | -5.7% |
| 3M | -3.8% | -22.6% | +18.8% | -3.3% |
| 6M | -9.9% | +62.8% | -72.7% | -16.0% |
| YTD | +14.8% | +68.3% | -53.5% | +6.2% |
| 1Y | +42.1% | +28.5% | +13.5% | +33.2% |
| All | +170.2% | +554.0% | -383.9% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling