+266.4%
WWD vs OUST
-68.5%
+334.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.0% | +3.0% | -5.3% |
| 7D | -2.6% | -5.0% | +2.5% | -2.3% |
| 30D | -7.7% | -32.0% | +24.3% | -5.3% |
| 3M | -17.7% | -32.4% | +14.6% | -15.7% |
| 6M | -15.9% | +6.7% | -22.6% | -18.4% |
| YTD | +1.8% | +41.0% | -39.3% | -4.1% |
| 1Y | +17.4% | +18.0% | -0.6% | +11.9% |
| 3Y | +137.1% | +560.6% | -423.5% | +88.4% |
| 5Y | +162.4% | -55.1% | +217.5% | +137.2% |
| All | +266.4% | -68.5% | +334.9% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling