+156.4%
EWT vs OUST
-52.5%
+208.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.8% |
| 7D | +1.6% | +12.7% | -11.1% | +0.5% |
| 30D | +8.2% | -13.6% | +21.8% | +9.5% |
| 3M | +11.1% | -8.3% | +19.4% | +10.6% |
| 6M | +60.4% | +85.0% | -24.5% | +49.5% |
| YTD | +75.6% | +73.2% | +2.3% | +63.7% |
| 1Y | +91.3% | +32.5% | +58.8% | +80.3% |
| 3Y | +200.3% | +643.8% | -443.6% | +131.4% |
| 5Y | +156.4% | -52.1% | +208.5% | +143.3% |
| All | +156.4% | -52.5% | +208.9% | +143.3% |
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