+9.0%
AWK vs OUST
-64.1%
+73.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -1.5% |
| 7D | +4.1% | +17.0% | -12.9% | +4.0% |
| 30D | +18.0% | -16.5% | +34.5% | +18.1% |
| 3M | +12.2% | -23.7% | +35.9% | +12.4% |
| 6M | +21.2% | +18.4% | +2.9% | +20.4% |
| YTD | +17.6% | +60.8% | -43.2% | +16.0% |
| 1Y | +19.2% | +44.2% | -25.0% | +17.8% |
| 3Y | +26.7% | +668.1% | -641.4% | +15.1% |
| 5Y | -1.3% | -48.8% | +47.5% | -9.0% |
| All | +9.0% | -64.1% | +73.1% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling