+212.3%
EWT vs OUST
-65.5%
+277.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.7% | +0.9% |
| 7D | +9.1% | -3.8% | +12.9% | +9.5% |
| 30D | -12.2% | +5.1% | -17.3% | -12.8% |
| 3M | -9.4% | -25.8% | +16.4% | -7.5% |
| 6M | +2.7% | -2.0% | +4.7% | +1.2% |
| YTD | +53.3% | +54.7% | -1.4% | +44.5% |
| 1Y | +59.2% | +48.8% | +10.4% | +50.2% |
| 3Y | +157.1% | +607.8% | -450.7% | +103.8% |
| 5Y | +119.6% | -52.7% | +172.3% | +96.1% |
| All | +212.3% | -65.5% | +277.8% | +182.8% |
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