+300.8%
GWW vs OUST
-60.2%
+361.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | +0.1% |
| 7D | +5.1% | +36.7% | -31.6% | +3.8% |
| 30D | +12.2% | -3.3% | +15.6% | +12.1% |
| 3M | +13.5% | -11.1% | +24.7% | +13.6% |
| 6M | +17.8% | +53.1% | -35.2% | +14.0% |
| YTD | +44.3% | +78.2% | -33.9% | +37.9% |
| 1Y | +52.8% | +50.0% | +2.8% | +46.9% |
| 3Y | +89.9% | +836.2% | -746.3% | +63.5% |
| 5Y | +214.5% | -50.0% | +264.4% | +184.1% |
| All | +300.8% | -60.2% | +361.1% | +255.4% |
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