+191.2%
WWD vs OUST
-53.0%
+244.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | +0.1% |
| 7D | +4.0% | -3.8% | +7.7% | +4.2% |
| 30D | +0.4% | +5.1% | -4.6% | -0.3% |
| 3M | -7.9% | -25.8% | +17.9% | -6.4% |
| 6M | -10.6% | -2.0% | -8.6% | -12.6% |
| YTD | +9.4% | +54.7% | -45.3% | +2.1% |
| 1Y | +25.7% | +48.8% | -23.1% | +17.5% |
| 3Y | +148.5% | +607.8% | -459.3% | +95.3% |
| All | +191.2% | -53.0% | +244.3% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling