+313.4%
WWD vs OUST
-62.4%
+375.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -3.8% | -22.6% | +18.8% | -3.4% |
| 6M | -9.9% | +62.8% | -72.7% | -15.3% |
| YTD | +14.8% | +68.3% | -53.5% | +7.2% |
| 1Y | +42.1% | +28.5% | +13.5% | +34.2% |
| 3Y | +170.8% | +554.0% | -383.2% | +115.4% |
| 5Y | +197.5% | -56.2% | +253.7% | +169.7% |
| All | +313.4% | -62.4% | +375.9% | +272.9% |
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 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